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Statistical Inference for Multidimensional Inequality Indices

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  • Abul Naga, Ramses H.
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    Abstract

    We use the delta method to derive the large sample distribution of mul- tidimensional inequality indices. We also present a simple method for com- puting standard errors and obtain explicit formulas in the context of two families of indices

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    File URL: http://opus.bath.ac.uk/15976/1/0209.pdf
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    Bibliographic Info

    Paper provided by University of Bath, Department of Economics in its series Department of Economics Working Papers with number 15976.

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    Date of creation: 2009
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    Handle: RePEc:eid:wpaper:15976

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    Keywords: large sample distributions; standard errors; multidimensional inequality indices;

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    1. Thibault Gajdos & John A. Weymark, 2003. "Multidimensional generalized Gini indices," ICER Working Papers - Applied Mathematics Series 16-2003, ICER - International Centre for Economic Research.
    2. Ramses H. Abul Naga & Pierre-Yves Geoffard, 2006. "Decomposition of Bivariate Inequality Indicesby Attributes," STICERD - Distributional Analysis Research Programme Papers 83, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    3. Patricia Justino & Julie Litchfield & Yoko Niimi, 2004. "Multidimensional Inequality: An Empirial Application to Brazil," PRUS Working Papers 24, Poverty Research Unit at Sussex, University of Sussex.
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