Search Results - subject:"multivariate Gini"

Modelling the Joint Distribution of Income and Wealth

Jäntti, Markus; Sierminska, Eva; Van Kerm, Philippe - 2015

This paper considers a parametric model for the joint distribution of income and wealth. The model is used to analyze income and wealth inequality in five OECD countries using comparable household-level survey data. We focus on the dependence parameter between the two variables and study whether...

Persistent link: https://www.econbiz.de/10011307414

Modelling the joint distribution of income and wealth

Jäntti, Markus; Sierminska, Eva; Van Kerm, Philippe - 2015

Persistent link: https://www.econbiz.de/10011295514

The multivariate Gini ratio

Eisenberg, Bennett - In: Statistics & Probability Letters 96 (2015) C, pp. 292-298

The multivariate Gini ratio is the ratio of two measures of inequality or dispersion of multivariate distributions …. Maximization of the multivariate Gini ratio under linear transformations is characterized. Its value is computed for some …

Persistent link: https://www.econbiz.de/10011115969