The relationship between the absolute deviation from a quantile and Gini’s mean difference
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DOI: 10.1007/s40300-013-0015-y
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Cited by:
- Ndéné Ka & Stéphane Mussard, 2015. "Book Review of The Gini Methodology: A Primer on a Statistical Methodology," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 13(2), pages 321-324, June.
- Shlomo Yitzhaki & Peter Lambert, 2014. "Is higher variance necessarily bad for investment?," Review of Quantitative Finance and Accounting, Springer, vol. 43(4), pages 855-860, November.
- Téa Ouraga, 2019. "A note on Gini Principal Component Analysis," Economics Bulletin, AccessEcon, vol. 39(2), pages 1076-1083.
- Ndéné Ka & Stéphane Mussard, 2016.
"ℓ 1 regressions: Gini estimators for fixed effects panel data,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(8), pages 1436-1446, June.
- Ndéné Ka & Stéphane Mussard, 2015. "ℓ1 regressions: Gini estimators for fixed effects panel data," Post-Print hal-01784180, HAL.
- Ndene Ka & Stephane Mussard, 2015. "l1 Regressions: Gini Estimators for Fixed Effects Panel Data," Cahiers de recherche 15-02, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
- Iddo Eliazar & Giovanni M. Giorgi, 2020. "From Gini to Bonferroni to Tsallis: an inequality-indices trek," METRON, Springer;Sapienza Università di Roma, vol. 78(2), pages 119-153, August.
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More about this item
Keywords
GMD; LAD; MAD; QUAD; C2; C10; C58;All these keywords.
JEL classification:
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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