Reliable Inference for the Gini Index

  title={Reliable Inference for the Gini Index},
  author={R. Davidson},
  journal={Journal of Econometrics},
  • R. Davidson
  • Published 2009
  • Mathematics
  • Journal of Econometrics
Although attention has been given to obtaining reliable standard errors for the plugin estimator of the Gini index, all standard errors suggested until now are either complicated or quite unreliable. An approximation is derived for the estimator by which it is expressed as a sum of IID random variables. This approximation allows us to develop a reliable standard error that is simple to compute. A simple but effective bias correction is also derived. The quality of inference based on the… Expand

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