J. Cárcamo Urtiaga, A. Baíllo, C. Mora-Corral

Encontramos los puntos extremos del conjunto de curvas de Lorenz con un índice de Gini fijo y la máxima distancia L1 entre curvas de Lorenz con valores dados de sus coeficientes de Gini. Como aplicación, presentamos un índice bidimensional que mide simultáneamente la desigualdad relativa y la disimilitud entre dos poblaciones. El índice toma valores en un triángulo rectángulo, dos de cuyos lados caracterizan la desigualdad relativa perfecta (orden de Lorenz). Además, la hipotenusa representa la distancia máxima entre las dos distribuciones. En consecuencia, obtenemos un gráfico que permite visualizar la evolución de la desigualdad (relativa) y la distancia entre dos distribuciones a lo largo del tiempo. También establecemos las propiedades asintóticas del estimador plug-in de este índice. Finalmente, ilustramos la aplicación práctica del índice bidimensional propuesto analizando varios conjuntos de microdatos de EU-SILC (European Union Statistics on Income and Living Conditions).

Keywords: Curva de Lorenz, Curva ROC, Desigualdad, Índice de Gini, Orden de Lorenz, Puntos extremos

Scheduled

GT12 Stochastic Orders and their Applications III
June 8, 2022  5:20 PM
A05


Other papers in the same session

Comparaciones estocásticas parciales basadas en los valores en riesgo de cola

A. J. Bello Espina, J. Mulero González, M. Á. Sordo Díaz, A. Suárez Llorens

A bidimensional inequality index: inference and almost Lorenz dominance

A. Baíllo Moreno, J. Cárcamo Urtiaga, C. Mora Corral

Comparing strong risk aversion in Yaari's dual theory of risk

M. Á. Sordo, A. Castaño Martínez, C. Ramos González, G. Pigueiras Voces


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