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2016 Quantile versions of the Lorenz curve
Luke A. Prendergast, Robert G. Staudte
Electron. J. Statist. 10(2): 1896-1926 (2016). DOI: 10.1214/16-EJS1154


The classical Lorenz curve is often used to depict inequality in a population of incomes, and the associated Gini coefficient is relied upon to make comparisons between different countries and other groups. The sample estimates of these moment-based concepts are sensitive to outliers and so we investigate the extent to which quantile-based versions can capture income inequality and lead to robust procedures. Distribution-free interval estimates of the associated coefficients of inequality are obtained, as well as sample sizes required to estimate them to a given accuracy. Convexity, transference and robustness of the measures are examined and illustrated.


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Luke A. Prendergast. Robert G. Staudte. "Quantile versions of the Lorenz curve." Electron. J. Statist. 10 (2) 1896 - 1926, 2016.


Received: 1 November 2015; Published: 2016
First available in Project Euclid: 18 July 2016

zbMATH: 06624505
MathSciNet: MR3522664
Digital Object Identifier: 10.1214/16-EJS1154

Keywords: Gini index , inequality measures , influence function , quantile density

Rights: Copyright © 2016 The Institute of Mathematical Statistics and the Bernoulli Society


Vol.10 • No. 2 • 2016
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