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Jackknife empirical likelihood-based inference for S-Gini indices.
- Source :
-
Communications in Statistics: Simulation & Computation . 2021, Vol. 50 Issue 6, p1645-1661. 17p. - Publication Year :
- 2021
-
Abstract
- The widely used income inequality measure, Gini index, is extended to form a family of income inequality measures known as Single-Series Gini (S-Gini) indies. In this study, we develop empirical likelihood (EL) and jackknife empirical likelihood (JEL) based inference for the S-Gini indices. We prove that the limiting distribution of both EL and JEL ratio statistics are Chi-square distributions with one degree of freedom. Using the asymptotic distribution we construct EL and JEL based confidence intervals for relative S-Gini indices. We also give bootstrap-t and bootstrap calibrated empirical likelihood confidence intervals for the S-Gini indices. A numerical study is carried out to compare the performances of the proposed asymptotic confidence interval and the bootstrap methods. A test for S-Gini indices based on jackknife empirical likelihood ratio is also proposed. Finally, we illustrate the proposed method using an income data. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03610918
- Volume :
- 50
- Issue :
- 6
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Simulation & Computation
- Publication Type :
- Academic Journal
- Accession number :
- 151214740
- Full Text :
- https://doi.org/10.1080/03610918.2019.1586930