Non-parametric estimation of Gini index with right censored observations
Sudheesh K. Kattumannil,
Isha Dewan and
Sreelaksmi N.
Statistics & Probability Letters, 2021, vol. 175, issue C
Abstract:
We obtain a simple non-parametric estimator of the Gini index when the sample contains right censored observations. Asymptotic properties of the proposed estimator are studied. Finite sample performance of the estimator is evaluated through a Monte Carlo simulation study.
Keywords: Gini mean difference; Inequality measure; Lorenz curve; Right censoring; U-statistics (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:175:y:2021:i:c:s0167715221000754
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DOI: 10.1016/j.spl.2021.109113
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