Lorenz Curve for Truncated and Censored Data

In this paper, we consider a nonparametric estimator of the Lorenz curve and Gini index when the data are subjected to random left truncation and right censorship. Strong Gaussian approximations for the associated Lorenz process are established under appropriate assumptions. A law of the iterated lo...

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Bibliographic Details
Published in:Annals of the Institute of Statistical Mathematics 2006-12, Vol.58 (4), p.675-686
Main Author: Tse, Sze-Man
Format: Article
Language:English
Subjects:
Approximation
Censorship
Central limit theorem
Data analysis
Econometrics
Income inequality
Inequality
Lorenz Curve
Mathematics
Random variables
Studies
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Summary:In this paper, we consider a nonparametric estimator of the Lorenz curve and Gini index when the data are subjected to random left truncation and right censorship. Strong Gaussian approximations for the associated Lorenz process are established under appropriate assumptions. A law of the iterated logarithm for the Lorenz curve is also derived. Lastly, we obtain a central limit theorem for the corresponding Gini index. [PUBLICATION ABSTRACT]
ISSN:0020-3157
1572-9052
DOI:10.1007/s10463-006-0039-7