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The extended Gini regression is a semi parametric regression which allows the user to assign different weights to different sections of the explanatory variables. We illustrate, via examples, the ability of extended Gini (EG) regression to detect sections of monotonic increase or decrease, as...
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The huge technological improvement in data processing and the globalization have increased the demand for and the supply of indices that quantify the consequences of a policy. However, there are certain cases that quantification may be misleading in the sense that it gives the impression of an...
Persistent link: https://www.econbiz.de/10014055194
The aim of this paper is to suggest a new, nonparametric multiple regression method, based on the Extended Gini (EG) measures of dispersion, which enables the user to follow the curvature of the regression curve. The method is capable of estimating a series of linear approximations of the...
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The objective of this paper is to suggest a visual method for identifying departures from normality of the innovations in times series models. The method is based on replacing the variance by the Gini as the measure of variability. The Gini methodology is a rank-based methodology, which takes...
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Decomposing measures of variability (or inequality) is a topic of interest. There are two types of decompositions: 1) of a linear combination of random variables into contributions of the individual variables (sources) and contributions of associations between them, and 2) of a population into...
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