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Forecasting a time series of Lorenz curves: one-way functional analysis of variance

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  • Han Lin Shang

Abstract

The Lorenz curve is a fundamental tool for analysing income and wealth distribution and inequality at national and regional levels. We utilise a one-way functional analysis of variance to decompose a time series of Lorenz curves and develop a method for producing one-step-ahead point and interval forecasts. The one-way functional analysis of variance is easily interpretable by decomposing an array into a functional grand effect, a functional row effect and residual functions. We evaluate and compare the forecast accuracy between the functional analysis of variance and three non-functional methods using the Italian household income and wealth data.

Suggested Citation

  • Han Lin Shang, 2025. "Forecasting a time series of Lorenz curves: one-way functional analysis of variance," Journal of Applied Statistics, Taylor & Francis Journals, vol. 52(15), pages 2924-2940, November.
    • Handle: RePEc:taf:japsta:v:52:y:2025:i:15:p:2924-2940
    DOI: 10.1080/02664763.2025.2490093
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