On the rate of strong consistency of Lorenz curves
Assuming the finiteness of only the second moment, we prove that LIL for Lorenz curves holds true provided that the underlying distribution function and its inverse are continuous. The proof is crucially based on a limit theorem for the general Vervaat process.
Year of publication: |
1997
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Authors: | Csörgö, Miklós ; Zitikis, Ricardas |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 34.1997, 2, p. 113-121
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Publisher: |
Elsevier |
Keywords: | Lorenz curve Lorenz process Consistency Empirical process Quantile process Vervaat process Integrated Bahadur-Kiefer process Law of the iterated logarithm |
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