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A bivariate relative poverty line for leisure time and income poverty : detecting intersectional differences using distributional copulas
Dorn, Franziska; Radice, Rosalba; Marra, Giampiero; … - In: Review of income and wealth 70 (2024) 2, pp. 395-419
Persistent link: https://www.econbiz.de/10014536160
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A joint top income and wealth distribution
Steiner, Viktor; Zhu, Junyi - 2020 - Preliminary draft – 2019.05.30
estimation of these two top distributions. We leverage the bivariate parametric/non-parametric copula to extrapolate both income … and wealth distributions from German PHF (Panel on Household Finance) data. The copula modelling potentially reduces the …. The copula estimate can help us to perform out-of-sample prediction on the very top of the tail distribution from one …
Persistent link: https://www.econbiz.de/10012438173
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A joint top income and wealth distribution
Steiner, Viktor; Zhu, Junyi - 2021
estimation of these two top distributions by using the best data available for Germany. We leverage the bivariate copula to … model. The copula modelling grants the separability in choosing the estimation domain as well as the parametric … model fit with external validation. The copula estimate can help us to perform out-of-sample prediction on the very top of …
Persistent link: https://www.econbiz.de/10012424292
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An empirical re-examination of extreme tail behavior : testing the assumptions of the power laws and the generalized Pareto distribution on the financial series
Liu, Wei-Han - In: Applied economics 51 (2019) 30, pp. 3310-3324
Persistent link: https://www.econbiz.de/10012196832
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The full tails gamma distribution applied to model extreme values
Castillo, Joan del; Daoudi, Jalila; Serra, Isabel - In: Astin bulletin : the journal of the International … 47 (2017) 3, pp. 895-917
Persistent link: https://www.econbiz.de/10011763681
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The dependence between income inequality and carbon emissions : a distributional copula analysis
Dorn, Franziska; Maxand, Simone; Kneib, Thomas - 2021
income inequality and emissions by applying distributional copula models on an unbalanced panel data set of 154 countries …
Persistent link: https://www.econbiz.de/10012487787
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An algorithm for constructing high dimensional distributions from distributions of lower dimension
Anatolyev, Stanislav; Khabibullin, Renat; Prokhorov, Artem - In: Economics letters 123 (2014) 3, pp. 257-261
Persistent link: https://www.econbiz.de/10010400222
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Sensitivity of Inequality Measures to Extreme Values
Cowell, Frank - 2008
We examine the sensitivity of estimates and inequality indices to extreme values, in the sense of their robustness properties and of their statistical performance. We establish that these measures are very sensitive to the properties of the income distribution. Estimation and inference can be...
Persistent link: https://www.econbiz.de/10012772638
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A new approach to the measurement of polarization for grouped data
Bomsdorf, Eckart; Otto, Clemens - In: Advances in statistical analysis : AStA ; a journal of … 91 (2007) 2, pp. 181-196
Persistent link: https://www.econbiz.de/10003525364
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Multidimensional poverty frontiers : parametric aggregators based on nonparametric distributions
Racine, Jeffrey; Maasoumi, Esfandiar - 2013
Persistent link: https://www.econbiz.de/10009732297