Jackknife empirical likelihood confidence interval for the Gini index

Dongliang Wang, Yichuan Zhao and Dirk W. Gilmore

Statistics & Probability Letters, 2016, vol. 110, issue C, 289-295

Abstract: Jackknife empirical likelihood for the Gini index is derived. Adjusted jackknife empirical likelihood and bootstrap calibration are further investigated. The resulting interval estimators are comparable to existing empirical likelihood methods in terms of coverage accuracy, but yield much shorter intervals.

Keywords: Confidence interval; Lorenz curve; Total time on test; Wilks’ theorem (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (6)

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DOI: 10.1016/j.spl.2015.09.026

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