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Extremal points of Lorenz curves and applications to inequality analysis

Amparo Baíllo, Javier Cárcamo, Carlos Mora-Corral

arXiv 4 Mar 2021 · Econometrics

arXiv:2103.03286 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We find the set of extremal points of Lorenz curves with fixed Gini index and compute the maximal $L^1$-distance between Lorenz curves with given values of their Gini coefficients. As an application we introduce a bidimensional index that simultaneously measures relative inequality and dissimilarity between two populations. This proposal employs the Gini indices of the variables and an $L^1$-distance between their Lorenz curves. The index takes values in a right-angled triangle, two of whose sides characterize perfect relative inequality-expressed by the Lorenz ordering between the underlying distributions. Further, the hypotenuse represents maximal distance between the two distributions. As a consequence, we construct a chart to, graphically, either see the evolution of (relative) inequality and distance between two income distributions over time or to compare the distribution of income of a specific population between a fixed time point and a range of years. We prove the mathematical results behind the above claims and provide a full description of the asymptotic properties of the plug-in estimator of this index. Finally, we apply the proposed bidimensional index to several real EU-SILC income datasets to illustrate its performance in practice.

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appendix boundary found by appendix_titled_section at “Appendix” · 55% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Sun, Z., and Beare, B. K (2021) Improved nonparametric bootstrap tests of Lorenz dominance0.87462100%
2Arnold, B. C., and Sarabia, J. M (2018) Majorization and the Lorenz Order with Applications in Applied Mathematics and Economics0.73732100%
3Barrett, G. F., Donald, S. G., and Bhattacharya, D (2014) Consistent nonparametric tests for Lorenz dominance0.73732100%
4Shapiro, A (1990) On concepts of directional differentiability0.6443267%
5Yitzhaki, S., and Schechtman, E (2012) The Gini Methodology: A Primer on a Statistical Methodology0.64422100%
6Zheng, B (2018) Almost Lorenz dominance0.64422100%
7Kaji, T (2019) Asymptotic theory of $L$-statistics and integrable empirical processes0.58531100%
8Kleiber, C., and Kotz, S (2003) Statistical Size Distributions in Economics and Actuarial Sciences (Vol0.58531100%
9Simon, B (2011) Convexity0.5757229%
10Bourguignon, F (2017) The Globalization of Inequality0.5112250%

Showing the top 10 of 113 scored citations.