In this work we propose a new estimator for Zenga’s inequality measure in heavy tailed populations. The new estimator is based on the Weissman estimator for high quantiles. We will show that, under fairly general conditions, it has asymptotic normal distribution. Further we present the results of a simulation study where we compare confidence intervals based on the new estimator with those based on the plug-in estimator.
Greselin, F., Pasquazzi, L. (2011). Estimation of Zenga’s new index of Economic Inequality in heavy tailed populations [Working paper del dipartimento].
Estimation of Zenga’s new index of Economic Inequality in heavy tailed populations
GRESELIN, FRANCESCA;PASQUAZZI, LEO
2011
Abstract
In this work we propose a new estimator for Zenga’s inequality measure in heavy tailed populations. The new estimator is based on the Weissman estimator for high quantiles. We will show that, under fairly general conditions, it has asymptotic normal distribution. Further we present the results of a simulation study where we compare confidence intervals based on the new estimator with those based on the plug-in estimator.
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