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Non-parametric estimation of Gini index with right censored observations

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  • Kattumannil, Sudheesh K.
  • Dewan, Isha
  • N., Sreelaksmi

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.

Suggested Citation

  • Kattumannil, Sudheesh K. & Dewan, Isha & N., Sreelaksmi, 2021. "Non-parametric estimation of Gini index with right censored observations," Statistics & Probability Letters, Elsevier, vol. 175(C).
    • Handle: RePEc:eee:stapro:v:175:y:2021:i:c:s0167715221000754
    DOI: 10.1016/j.spl.2021.109113
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    References listed on IDEAS

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    1. Lidia Ceriani & Paolo Verme, 2012. "The origins of the Gini index: extracts from Variabilità e Mutabilità (1912) by Corrado Gini," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 10(3), pages 421-443, September.
    2. Somnath Datta & Dipankar Bandyopadhyay & Glen A. Satten, 2010. "Inverse Probability of Censoring Weighted U‐statistics for Right‐Censored Data with an Application to Testing Hypotheses," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(4), pages 680-700, December.
    3. Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2011. "Measuring inequality using censored data: a multiple‐imputation approach to estimation and inference," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 174(1), pages 63-81, January.
    4. Wang, Dongliang & Zhao, Yichuan & Gilmore, Dirk W., 2016. "Jackknife empirical likelihood confidence interval for the Gini index," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 289-295.
    5. Xiaofeng Lv & Gupeng Zhang & Guangyu Ren, 2017. "Gini index estimation for lifetime data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(2), pages 275-304, April.
    6. Davidson, Russell, 2009. "Reliable inference for the Gini index," Journal of Econometrics, Elsevier, vol. 150(1), pages 30-40, May.
    7. Sze-Man Tse, 2006. "Lorenz Curve for Truncated and Censored Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(4), pages 675-686, December.
    8. Matti Langel & Yves Tillé, 2013. "Variance estimation of the Gini index: revisiting a result several times published," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(2), pages 521-540, February.
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    Cited by:

    1. Kattumannil, Sudheesh K. & E.P., Sreedevi, 2022. "Non-parametric estimation of cumulative (residual) extropy," Statistics & Probability Letters, Elsevier, vol. 185(C).

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