Jackknife empirical likelihood inference for the Pietra ratio

Yichuan Zhao, Yueju Su and Hanfang Yang

Computational Statistics & Data Analysis, 2020, vol. 152, issue C

Abstract: The Pietra ratio (Pietra index) is also known as the Robin Hood index or Schutz coefficient (Ricci–Schutz index). It is a measure of statistical heterogeneity in positive random variables. In this paper, we propose the jackknife empirical likelihood (JEL), the adjusted JEL, the extended JEL, and the balanced adjusted JEL method, for interval estimation of the Pietra ratio. We compare the performance of the proposed methods with the normal approximation (NA), bootstrap based methods and NA jackknife method. Simulation results indicate that under both symmetric and skewed distributions, the extended JEL method gives the best performance in terms of coverage probability. We illustrate the proposed methods by applying our methods to investigate the income data from the 2013 Current Population Survey conducted by the US Census Bureau.

Keywords: Bootstrap method; Jackknife empirical likelihood; Adjusted jackknife empirical likelihood; Extended jackknife empirical likelihood; Balanced jackknife empirical likelihood; Pietra index (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301407

DOI: 10.1016/j.csda.2020.107049

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