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The multivariate Gini ratio

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  • Eisenberg, Bennett

Abstract

The multivariate Gini ratio is the ratio of two measures of inequality or dispersion of multivariate distributions. Maximization of the multivariate Gini ratio under linear transformations is characterized. Its value is computed for some distributions in the plane and other properties are described.

Suggested Citation

  • Eisenberg, Bennett, 2015. "The multivariate Gini ratio," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 292-298.
    • Handle: RePEc:eee:stapro:v:96:y:2015:i:c:p:292-298
    DOI: 10.1016/j.spl.2014.10.009
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    References listed on IDEAS

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    1. Walter Piesch, 2005. "A look at the structure of some extended Ginis," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 263-296.
    2. Koshevoy, G. A. & Mosler, K., 1997. "Multivariate Gini Indices," Journal of Multivariate Analysis, Elsevier, vol. 60(2), pages 252-276, February.
    3. Oja, Hannu, 1983. "Descriptive statistics for multivariate distributions," Statistics & Probability Letters, Elsevier, vol. 1(6), pages 327-332, October.
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