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The Gini index and the Gini mean difference of a univariate distribution are extended to measure the disparity of a … definitions of the multivariate Gini index, which are different (when d > 1) but connected through the notion of the lift zonoid …. Both notions inherit properties of the univariate Gini index, in particular, they are vector scale invariant, continuous …
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Single index models are frequently used in econometrics and biometrics. Logit and Probit models are special cases with … ; kernel estimate ; single index model ; specification test …
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