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Erschienen in:
Introduction Kapitel lesen Erstes Kapitel lesen

2013 | OriginalPaper | Buchkapitel

10. Inference on Gini-Based Parameters: Testing

verfasst von : Shlomo Yitzhaki, Edna Schechtman

Erschienen in: The Gini Methodology

Verlag: Springer New York

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Abstract

Chapter 9 dealt with the estimation of the parameters based on the Gini. In this chapter we introduce methods of testing for the parameters that are based on the Gini. Most of the estimators that were derived in Chap. 9 are based on U-statistics or functions of (dependent) U-statistics. The advantage is that we can use known facts about the limiting distributions of U-statistics and of functions of them in order to obtain statistical tests. In what follows we concentrate on the asymptotic normality but do not give explicit formulas for the variances. Instead we suggest estimating the variances using the jackknife method (to be explained below). Therefore, the explicit variances which sometimes have complicated expressions are not needed for the applications.

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Vorheriges Kapitel Inference on Gini-Based Parameters: Estimation
Nächstes Kapitel Inference on Lorenz and on Concentration Curves
Fußnoten
1
We do not cover this version of the extended Gini here because it is not linear in the variable, nor is it linear in the distribution function; hence, it is not relevant to our discussion. We describe it here for completeness.
 
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Metadaten
Titel
Inference on Gini-Based Parameters: Testing
verfasst von
Shlomo Yitzhaki
Edna Schechtman
Copyright-Jahr
2013
Verlag
Springer New York
Buch
The Gini Methodology

Print ISBN: 978-1-4614-4719-1

Electronic ISBN: 978-1-4614-4720-7

Copyright-Jahr: 2013

DOI
https://doi.org/10.1007/978-1-4614-4720-7_10

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