The t-statistic approach to inference for inequality indices: the issue of grouping variability

Nicolas Hérault and Stephen P. Jenkins ()
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Stephen P. Jenkins: LSE
Authors registered in the RePEc Author Service: Vito Peragine and Javier Olivera

Working Papers from ECINEQ, Society for the Study of Economic Inequality

Abstract: Ibragimov, Kattuman, and Skrobotov (Econometric Reviews, 2025) propose a ‘t-statistic’ approach to inference for inequality indices building on results provided by Ibragimov and Müller (Journal of Business & Economic Statistics, 2010), and they and Midões and de Crombrugghe (Journal of Economic Inequality, 2023) evaluate its performance. We highlight a feature of the t-statistic approach – ‘grouping variability’ – that has been understudied to date, showing how this complicates inference for inequality indices.

Keywords: Inequality; t-statistic inference approach; asymptotic inference; grouping variability (search for similar items in EconPapers)
JEL-codes: C14 C46 C81 D31 (search for similar items in EconPapers)
Pages: pages
New Economics Papers: this item is included in nep-big and nep-ecm
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Working Paper: The t-statistic approach to inference for inequality indices: the issue of grouping variability (2025)
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