Strassen's LIL for the Lorenz Curve

Miklós Csörgo and Ricardas Zitikis

Journal of Multivariate Analysis, 1996, vol. 59, issue 1, 1-12

Abstract: We prove Strassen's law of the iterated logarithm for the Lorenz process assuming that the underlying distribution functionFand its inverseF-1are continuous, and the momentEX2+[var epsilon]is finite for some[var epsilon]>0. Previous work in this area is based on assuming the existence of the densityf:=F' combined with further assumptions onFandf. Being based only on continuity and moment assumptions, our method of proof is different from that used previously by others, and is mainly based on a limit theorem for the (general) integrated empirical difference process. The obtained result covers all those we are aware of on the LIL problem in this area.

Keywords: Lorenz; curve; Lorenz; process; Strassen's; law; of; the; iterated; logarithm; Vervaat; process; integrated; empirical; difference; process; empirical; process; quantile; process; relative; compactness; mean; residual; life; process; total; time; on; test; function; Lorenz; process; of; order[nu]; Shannon; process; redudancy; process (search for similar items in EconPapers)
Date: 1996
References: Add references at CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(96)90050-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:59:y:1996:i:1:p:1-12

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().