Merging Gini’s Indices under Quadratic Loss

Name: Merging Gini’s Indices under Quadratic Loss
Brand: Vita e Pensiero
Availability: OnlineOnly

digital

Article

Magazine

STATISTICA & APPLICAZIONI

Section

Open Access

Title

Merging Gini’s Indices under Quadratic Loss

Authors

S. Ejaz Ahmed, R. Ghori, M. N Goria, A. Hussein

Publisher

Vita e Pensiero

Format

Article |

Pdf

Pages

Language

English

Online from

06-2016

Issn

1824-6672 (print) | 2283-6659 (digital)

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Description Readers' comments

The Gini index is perhaps one of the most used indicators of economic and social condition. This article develops simultaneous estimation strategies of the Gini indices when samples are taken from several sources. In particular, we propose large sample test statistics for homogeneity of the indices. The null and non-null distributions of the proposed test statistics are derived. Further, a shrinkage estimator is suggested. The asymptotic bias and risk of the proposed estimator is derived and compared with benchmark estimator.

Keywords: Gini index, testing, shrinkage estimation, local alternatives, asymptotic quadratic risk.

Back cover

S. E. Ahmed, Department of Mathematics and Statistics, University of Windsor, Windsor, Ontario, CANADA N9B 3P4(e-mail:ahmed@uwindsor.ca).
R. Ghori, Department Mathematics & Statistics, University of Prince Edward Island, Canada (rghori@upei.ca).
M. N. Goria, Dipartimento di Informatica e Studi Aziendali, via Inama, 5, I-38100 Trento, TN, Italy (e-mail: mohammed.nawazgoria@economia.unitn.it).
A. Hussein, Department of Mathematics and Statistics, University of Windsor, Windsor, Ontario, CANADA N9B 3P4(e-mail: hussein@uwindsor.ca).

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