OLS is as efficient as GLS in the linear regression model with long-memory errors as the long-memory parameter approaches the boundary of the stationarity region, provided the model contains a constant term. This generalizes previous results of Samarov & Taqqu (Journal of Time Series Analysis 9...

This paper obtains Lorenz ordering relationships among order statistics from log-logistic samples of possibly different sizes. Some results extend other families including the Lomax, Burr III and Burr XII distributions.

This paper studies a Stieltjes-type moment problem defined by the generalized lognormal distribution, a heavy-tailed distribution with applications in economics, finance and related fields. It arises as the distribution of the exponential of a random variable following a generalized error...

This paper surveys selected applications of the Lorenz curve and related stochastic orders in economics and econometrics, with a bias towards problems in statistical distribution theory. These include characterizations of income distributions in terms of families of inequality measures, Lorenz...

This paper surveys selected applications of the Lorenz curve and related stochastic orders in economics and econometrics, with a bias towards problems in statistical distribution theory. These include characterizations of income distributions in terms of families of inequality measures, Lorenz...

In a series of papers in the 1970s, Camilo Dagum proposed several variants of a new model for the size distribution of personal income. This Chapter traces the genesis of the Dagum distributions in applied economics and points out parallel developments in several branches of the applied...