Often, in finite samples, the true level of the confidence intervals for natural estimators of inequality indices belonging to the Gini family differs greatly from their nominal level, which is based on the asymptotic confidence limits. This paper shows how the Gram-Charlier series can be used...

This study examines the Koehler and Symanovski copula function with specific marginals, such as the skew Student-t, the skew generalized secant hyperbolic, and the skew generalized exponential power distributions, in modelling financial returns and measuring dependent risks. The copula function...

In this paper we present some nonparametric bootstrap methods to construct distribution-free confidence intervals for inequality indices belonging to the Gini family. These methods have a coverage accuracy better than that obtained with the asymptotic distribution of their natural estimators,...

Here we examine using the algebraic software "Mathematica" for computing the moments of the order statistics of several frequently used distribution functions, specifically those for the extreme-value Weibull, double Weibull, logistic and Cauchy distributions. These are illustrated in obtaining...