Empirical likelihood confidence intervals for the Gini measure of income inequality

被引：30
|
作者：
Qin, Yongsong [2 ]
Rao, J. N. K. [1 ]
Wu, Changbao [3 ]
机构：
[1] Carleton Univ, Sch Math & Stat, Ottawa, ON K1S 5B6, Canada
[2] Guangxi Normal Univ, Dept Math, Guilin 541004, Guanxi, Peoples R China
[3] Univ Waterloo, Dept Stat & Actuarial Sci, Waterloo, ON N2L 3G1, Canada
来源：
ECONOMIC MODELLING | 2010年 / 27卷 / 06期
关键词：
Bootstrap percentile; Bootstrap-t; Confidence interval; Coverage probability; Gini coefficient; Normal approximation; VARIANCE ESTIMATORS; MEAN DIFFERENCE; COEFFICIENT;
D O I：
10.1016/j.econmod.2010.07.015
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Gini coefficient is among the most popular and widely used measures of income inequality in economic studies, with various extensions and applications in finance and other related areas. This paper studies confidence intervals on the Gini coefficient for simple random samples, using normal approximation, bootstrap percentile, bootstrap-t and the empirical likelihood method. Through both theory and simulation studies it is shown that the intervals based on normal or bootstrap approximation are less satisfactory for samples of small or moderate size than the bootstrap-calibrated empirical likelihood ratio confidence intervals which perform well for all sample sizes. Results for stratified random sampling are also presented. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码：1429 / 1435
页数：7
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