Gini index estimation for lifetime data

Xiaofeng Lv (), Gupeng Zhang () and Guangyu Ren ()
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Xiaofeng Lv: Southwestern University of Finance and Economics
Gupeng Zhang: University of Chinese Academy of Science
Guangyu Ren: Capital University of Economics and Business

Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, 2017, vol. 23, issue 2, No 6, 275-304

Abstract: Abstract Lifetime data is often right-censored. Recent literature on the Gini index estimation with censored data focuses on independent censoring. However, the censoring mechanism is likely to be dependent censoring in practice. This paper proposes two estimators of the Gini index under independent censoring and covariate-dependent censoring, respectively. The proposed estimators are consistent and asymptotically normal. We also evaluate the performance of our estimators in finite samples through Monte Carlo simulations. Finally, the proposed methods are applied to real data.

Keywords: Gini index; Lifetime data; Independent censoring; Covariate-dependent censoring (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s10985-016-9357-0

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