Maria-Pia Victoria-Feser
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2008.
"Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data,"
Swiss Finance Institute Research Paper Series
08-45, Swiss Finance Institute.
Cited by:
- Cai, Jing-Heng & Song, Xin-Yuan & Lam, Kwok-Hap & Ip, Edward Hak-Sing, 2011. "A mixture of generalized latent variable models for mixed mode and heterogeneous data," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 2889-2907, November.
- Frank A Cowell & Maria-Pia Victoria-Feser, 2007.
"Modelling Lorenz Curves:robust and semi-parametric issues,"
STICERD - Distributional Analysis Research Programme Papers
91, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Frank A. Cowell & Maria-Pia Victoria-Feser, 2008. "Modelling Lorenz Curves: Robust and Semi-parametric Issues," Economic Studies in Inequality, Social Exclusion, and Well-Being, in: Duangkamon Chotikapanich (ed.), Modeling Income Distributions and Lorenz Curves, chapter 13, pages 241-253, Springer.
- Cowell, Frank & Victoria-Feser, M.P., 2007. "Modelling Lorenz curves: robust and semi-parametric issues," LSE Research Online Documents on Economics 2694, London School of Economics and Political Science, LSE Library.
Cited by:
- Frank A. Cowell & Philippe Kerm, 2015. "Wealth Inequality: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 29(4), pages 671-710, September.
- Paul Eckerstorfer & Viktor Stein & Florian Wakolbinger, 2013.
"Steuerreformvorschläge in der Diskussion - Eine Mikrosimulationsanalyse der Aufkommens-, Beschäftigungs- und Verteilungswirkungen für Österreich,"
Economics working papers
2013-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Eckerstorfer, Paul & Steiner, Viktor & Wakolbinger, Florian, 2013. "Steuerreformvorschläge in der Diskussion: Eine Mikrosimulationsanalyse der Aufkommens-, Beschäftigungs- und Verteilungswirkungen für Österreich," Discussion Papers 2013/17, Free University Berlin, School of Business & Economics.
- Cédric Perret-Gentil & Maria-Pia Victoria-Feser, 2005.
"Robust Mean-Variance Portfolio Selection,"
FAME Research Paper Series
rp140, International Center for Financial Asset Management and Engineering.
Cited by:
- Bartosz Kaszuba, 2012. "Empirical Comparison of Robust Portfolios’ Investment Effects," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 5(1), pages 047-061, June.
- Giuseppe Pandolfo & Carmela Iorio & Roberta Siciliano & Antonio D’Ambrosio, 2020. "Robust mean-variance portfolio through the weighted $$L^{p}$$ L p depth function," Annals of Operations Research, Springer, vol. 292(1), pages 519-531, September.
- Stanislav Škapa & Tomáš Meluzín & Marek Zinecker, 2013. "A critical evaluation of risk-return characteristics of environmentally focused stock's companies," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 61(2), pages 501-506.
- Hubert, Mia & Dierckx, Goedele & Vanpaemel, Dina, 2013. "Detecting influential data points for the Hill estimator in Pareto-type distributions," Computational Statistics & Data Analysis, Elsevier, vol. 65(C), pages 13-28.
- Aida Toma & Samuela Leoni-Aubin, 2015. "Robust Portfolio Optimization Using Pseudodistances," PLOS ONE, Public Library of Science, vol. 10(10), pages 1-26, October.
- Frank A Cowell & Maria-Pia Victoria-Feser, 2001.
"Robust Lorenz Curves: A Semiparametric Approach,"
STICERD - Distributional Analysis Research Programme Papers
50, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cowell, Frank & Victoria-Feser, Maria-Pia, 2001. "Robust Lorenz curves : a semi-parametric approach," LSE Research Online Documents on Economics 2155, London School of Economics and Political Science, LSE Library.
Cited by:
- Frank A. Cowell & Emmanuel Flachaire, 2007.
"Income distribution and inequality measurement: The problem of extreme values,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00176029, HAL.
- Frank A. Cowell & Emmanuel Flachaire, 2004. "Income distribution and inequality measurement: the problem of extreme values," Cahiers de la Maison des Sciences Economiques v04101, Université Panthéon-Sorbonne (Paris 1).
- Cowell, Frank A. & Flachaire, Emmanuel, 2007. "Income distribution and inequality measurement: The problem of extreme values," Journal of Econometrics, Elsevier, vol. 141(2), pages 1044-1072, December.
- Frank A. Cowell & Emmanuel Flachaire, 2007. "Income distribution and inequality measurement: The problem of extreme values," Post-Print halshs-00176029, HAL.
- Hasegawa, Hikaru & Kozumi, Hideo, 2003. "Estimation of Lorenz curves: a Bayesian nonparametric approach," Journal of Econometrics, Elsevier, vol. 115(2), pages 277-291, August.
- Cowell, Frank A. & Victoria-Feser, Maria-Pia, 2006. "Distributional Dominance With Trimmed Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 291-300, July.
- Frank Cowell & Maria-Pia Victoria-Feser, 2003. "Distribution-Free Inference for Welfare Indices under Complete and Incomplete Information," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 1(3), pages 191-219, December.
- Frank A Cowell & Maria-Pia Victoria-Feser, 2001.
"Distributional Dominance with Dirty Data,"
STICERD - Distributional Analysis Research Programme Papers
51, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cowell, Frank & Victoria-Feser, Maria-Pia, 2001. "Distributional dominance with dirty data," LSE Research Online Documents on Economics 2239, London School of Economics and Political Science, LSE Library.
Cited by:
- Josep Oliver Alonso & Xavier Ramos & José Luis Raymond-Bara, 2001. "Recent trends in Spanish Income Distribution: A Robust Picture of Falling Income Inequality," Working Papers wp0107, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Lubrano, Michel & Protopopescu, Camelia, 2004. "Density inference for ranking European research systems in the field of economics," Journal of Econometrics, Elsevier, vol. 123(2), pages 345-369, December.
- Cowell, Frank & Victoria-Feser, Maria-Pia, 2001.
"Robust Lorenz curves : a semi-parametric approach,"
LSE Research Online Documents on Economics
2155, London School of Economics and Political Science, LSE Library.
- Frank A Cowell & Maria-Pia Victoria-Feser, 2001. "Robust Lorenz Curves: A Semiparametric Approach," STICERD - Distributional Analysis Research Programme Papers 50, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Frank A Cowell & Julie Litchfield, 1999.
"Income Inequality Comparisons with Dirty Data: The UK and Spain during the 1980s,"
STICERD - Distributional Analysis Research Programme Papers
45, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cowell, Frank & Litchfield, Julie & Mercader-Prats, Magda, 1999. "Income inequality comparisons with dirty data: the UK and Spain during the 1980s," LSE Research Online Documents on Economics 2240, London School of Economics and Political Science, LSE Library.
- Frank Cowell & Maria-Pia Victoria-Feser, 2003. "Distribution-Free Inference for Welfare Indices under Complete and Incomplete Information," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 1(3), pages 191-219, December.
- Victoria-Feser, M.-P., 2000.
"Robust Portfolio Selection,"
Papers
2000.14, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
Cited by:
- Giuseppe Pandolfo & Carmela Iorio & Roberta Siciliano & Antonio D’Ambrosio, 2020. "Robust mean-variance portfolio through the weighted $$L^{p}$$ L p depth function," Annals of Operations Research, Springer, vol. 292(1), pages 519-531, September.
- Cédric Perret-Gentil & Maria-Pia Victoria-Feser, 2005. "Robust Mean-Variance Portfolio Selection," FAME Research Paper Series rp140, International Center for Financial Asset Management and Engineering.
- Frank A Cowell & Maria-Pia Victoria-Feser, 1999.
"Statistical Inference for Welfare under Complete and Incomplete Information,"
STICERD - Distributional Analysis Research Programme Papers
47, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cowell, Frank & Victoria-Feser, Maria-Pia, 1999. "Statistical inference for welfare under complete and incomplete information," LSE Research Online Documents on Economics 2054, London School of Economics and Political Science, LSE Library.
Cited by:
- Cowell, Frank & Victoria-Feser, Maria-Pia, 2001.
"Distributional dominance with dirty data,"
LSE Research Online Documents on Economics
2239, London School of Economics and Political Science, LSE Library.
- Frank A Cowell & Maria-Pia Victoria-Feser, 2001. "Distributional Dominance with Dirty Data," STICERD - Distributional Analysis Research Programme Papers 51, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Susan Harkness, 2004. "Social and Political Indicators of Human Well-being," WIDER Working Paper Series RP2004-33, World Institute for Development Economic Research (UNU-WIDER).
- Cowell, Frank & Victoria-Feser, Maria-Pia, 2001.
"Robust Lorenz curves : a semi-parametric approach,"
LSE Research Online Documents on Economics
2155, London School of Economics and Political Science, LSE Library.
- Frank A Cowell & Maria-Pia Victoria-Feser, 2001. "Robust Lorenz Curves: A Semiparametric Approach," STICERD - Distributional Analysis Research Programme Papers 50, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Frank A Cowell & Maria-Pia Victoria-Feser, 1998.
"Statistical Inference for Lorenz Curves with Censored Data,"
STICERD - Distributional Analysis Research Programme Papers
35, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cowell, Frank & Victoria-Feser, Maria-Pia, 1998. "Statistical inference for Lorenz curves with censored data," LSE Research Online Documents on Economics 2049, London School of Economics and Political Science, LSE Library.
Cited by:
- Chiara Gigliarano & Pietro Muliere, 2013. "Estimating the Lorenz curve and Gini index with right censored data: a Polya tree approach," METRON, Springer;Sapienza Università di Roma, vol. 71(2), pages 105-122, September.
- Frank Cowell & Maria-Pia Victoria-Feser, 2003. "Distribution-Free Inference for Welfare Indices under Complete and Incomplete Information," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 1(3), pages 191-219, December.
- Mohamed Ayadi & Mohamed Salah Matoussi & Maria-Pia Victoria-Feser, 1998.
"Urban Rural Poverty Comparisons in Tunisia: A Robust Statistical Approach,"
Working Papers
9818, Economic Research Forum, revised 11 Dec 1998.
Cited by:
- Mohamed Ayadi & Mohamed Salah Matoussi & Maria-Pia Victoria-Feser, 2001. "Putting Robust Statistical Methods into Practice: Poverty Analysis in Tunisia," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 137(III), pages 463-482, September.
- Samir Ghazouani & Mohamed Goaied, 2001. "The Determinants of Urban and Rural Poverty in Tunisia," Working Papers 0126, Economic Research Forum, revised 09 Jun 2001.
- Mercedes Prieto Alaiz & Maria-Pia Victoria-Feser, 1996.
"Modelling Income Distribution in Spain: A Robust Parametric Approach,"
STICERD - Distributional Analysis Research Programme Papers
20, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
Cited by:
- Christophe Muller, 2001. "The Properties of the Watts Poverty Index under Lognormality," Economics Bulletin, AccessEcon, vol. 9(1), pages 1-9.
- Carmelo Garcia Perez & Mercedes Prieto Alaiz, 2011. "Using the Dagum model to explain changes in personal income distribution," Applied Economics, Taylor & Francis Journals, vol. 43(28), pages 4377-4386.
- Christophe Muller, 2006. "Poverty Simulation And Price Changes," Working Papers. Serie AD 2006-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Christophe Muller, 2005.
"Defining Poverty Lines As A Fraction Of Central Tendency,"
Working Papers. Serie AD
2005-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Christophe Muller, 2006. "Defining Poverty Lines As a Fraction of Central Tendency," Southern Economic Journal, John Wiley & Sons, vol. 72(3), pages 720-729, January.
- Ivana Malá, 2013. "Použití konečných směsí logaritmicko-normálních rozdělení pro modelování příjmů českých domácností [The Use of Finite Mixtures of Lognormal Distribution for the Modelling of Household Income Distri," Politická ekonomie, Prague University of Economics and Business, vol. 2013(3), pages 356-372.
- Frank A Cowell & Maria-Pia Victoria-Feser, 1996.
"Welfare Judgements in the Presence Contaminated Data,"
STICERD - Distributional Analysis Research Programme Papers
13, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
Cited by:
- Frank A Cowell & Maria-Pia Victoria-Feser, 1998.
"Statistical Inference for Lorenz Curves with Censored Data,"
STICERD - Distributional Analysis Research Programme Papers
35, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cowell, Frank & Victoria-Feser, Maria-Pia, 1998. "Statistical inference for Lorenz curves with censored data," LSE Research Online Documents on Economics 2049, London School of Economics and Political Science, LSE Library.
- Cowell, Frank & Victoria-Feser, Maria-Pia, 2001.
"Robust Lorenz curves : a semi-parametric approach,"
LSE Research Online Documents on Economics
2155, London School of Economics and Political Science, LSE Library.
- Frank A Cowell & Maria-Pia Victoria-Feser, 2001. "Robust Lorenz Curves: A Semiparametric Approach," STICERD - Distributional Analysis Research Programme Papers 50, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Frank A Cowell & Julie Litchfield, 1999.
"Income Inequality Comparisons with Dirty Data: The UK and Spain during the 1980s,"
STICERD - Distributional Analysis Research Programme Papers
45, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cowell, Frank & Litchfield, Julie & Mercader-Prats, Magda, 1999. "Income inequality comparisons with dirty data: the UK and Spain during the 1980s," LSE Research Online Documents on Economics 2240, London School of Economics and Political Science, LSE Library.
- Frank A Cowell & Maria-Pia Victoria-Feser, 1998.
"Statistical Inference for Lorenz Curves with Censored Data,"
STICERD - Distributional Analysis Research Programme Papers
35, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Frank A Cowell & Maria-Pia Victoria-Feser, 1994.
"Robustness properties of poverty indices,"
STICERD - Distributional Analysis Research Programme Papers
08, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cowell, Frank & Victoria-Feser, Maria-Pia, 1994. "Robustness properties of poverty indices," LSE Research Online Documents on Economics 2158, London School of Economics and Political Science, LSE Library.
Cited by:
- Decerf, B., 2015. "A new index combining the absolute and relative aspects of income poverty: Theory and application," LIDAM Discussion Papers CORE 2015050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Cowell, Frank A. & Victoria-Feser, Maria-Pia, 1996. "Poverty measurement with contaminated data: A robust approach," European Economic Review, Elsevier, vol. 40(9), pages 1761-1771, December.
- DECERF, Benoit, 2014. "Income poverty measures with relative poverty lines," LIDAM Discussion Papers CORE 2014022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Maria-Pia Victoria-Feser, 1993.
"Robust estimation of personal income distribution models,"
STICERD - Distributional Analysis Research Programme Papers
04, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Victoria-Feser, Maria-Pia, 1993. "Robust estimation of personal income distribution models," LSE Research Online Documents on Economics 6633, London School of Economics and Political Science, LSE Library.
Cited by:
- Dorothée Boccanfuso & Bernard Decaluwé & Luc Savard, 2008. "Poverty, income distribution and CGE micro-simulation modeling: Does the functional form of distribution matter?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 6(2), pages 149-184, June.
Articles
- Stéphane Guerrier & Elise Dupuis-Lozeron & Yanyuan Ma & Maria-Pia Victoria-Feser, 2019.
"Simulation-Based Bias Correction Methods for Complex Models,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(525), pages 146-157, January.
Cited by:
- Chudamani Poudyal, 2024. "Robust Estimation of the Tail Index of a Single Parameter Pareto Distribution from Grouped Data," Papers 2401.14593, arXiv.org, revised Feb 2024.
- Janice L. Scealy & David Heslop & Jia Liu & Andrew T. A. Wood, 2022. "Directions Old and New: Palaeomagnetism and Fisher (1953) Meet Modern Statistics," International Statistical Review, International Statistical Institute, vol. 90(2), pages 237-258, August.
- Stéphane Guerrier & Jan Skaloud & Yannick Stebler & Maria-Pia Victoria-Feser, 2013.
"Wavelet-Variance-Based Estimation for Composite Stochastic Processes,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(503), pages 1021-1030, September.
Cited by:
- Mpoha, Salifya & Bonga-Bonga, Lumengo, 2021. "Spillover effects from China and the US to global emerging markets: a dynamic analysis," MPRA Paper 109349, University Library of Munich, Germany.
- Dupuis, Debbie J. & Victoria-Feser, Maria-Pia, 2011.
"Fast Robust Model Selection in Large Datasets,"
Journal of the American Statistical Association, American Statistical Association, vol. 106(493), pages 203-212.
Cited by:
- Stephane Heritier & Maria-Pia Victoria-Feser, 2018. "Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 595-602, December.
- Conne, David & Ronchetti, Elvezio & Victoria-Feser, Maria-Pia, 2010.
"Goodness of Fit for Generalized Linear Latent Variables Models,"
Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1126-1134.
Cited by:
- Kelava, Augustin & Kohler, Michael & Krzyżak, Adam & Schaffland, Tim Fabian, 2017. "Nonparametric estimation of a latent variable model," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 112-134.
- Dupuis Lozeron, E. & Victoria-Feser, M.P., 2010.
"Robust estimation of constrained covariance matrices for confirmatory factor analysis,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3020-3032, December.
Cited by:
- Stephane Heritier & Maria-Pia Victoria-Feser, 2018. "Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 595-602, December.
- Nora Lustig & Andrea Vigorito, 2025. "Including the Rich in Income Inequality Measures: An Assessment of Correction Approaches," Working Papers 2503, Tulane University, Department of Economics.
- Frank Cowell & Maria-Pia Victoria-Feser, 2007.
"Robust stochastic dominance: A semi-parametric approach,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 5(1), pages 21-37, April.
Cited by:
- Frank A. Cowell & Emmanuel Flachaire, 2015.
"Statistical Methods for Distributional Analysis,"
Post-Print
hal-01457398, HAL.
- Franck A. Cowell & Emmanuel Flachaire, 2015. "Statistical Methods for Distributional Analysis," AMSE Working Papers 1507, Aix-Marseille School of Economics, France.
- Frank A. Cowell & Emmanuel Flachaire, 2014. "Statistical Methods for Distributional Analysis," Working Papers halshs-01115996, HAL.
- Frank A Cowell & Maria-Pia Victoria-Feser, 2007.
"Modelling Lorenz Curves:robust and semi-parametric issues,"
STICERD - Distributional Analysis Research Programme Papers
91, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cowell, Frank & Victoria-Feser, M.P., 2007. "Modelling Lorenz curves: robust and semi-parametric issues," LSE Research Online Documents on Economics 2694, London School of Economics and Political Science, LSE Library.
- Frank A. Cowell & Maria-Pia Victoria-Feser, 2008. "Modelling Lorenz Curves: Robust and Semi-parametric Issues," Economic Studies in Inequality, Social Exclusion, and Well-Being, in: Duangkamon Chotikapanich (ed.), Modeling Income Distributions and Lorenz Curves, chapter 13, pages 241-253, Springer.
- Jenkins, Stephen P., 2017.
"Pareto models, top incomes, and recent trends in UK income inequality,"
LSE Research Online Documents on Economics
67667, London School of Economics and Political Science, LSE Library.
- Stephen P Jenkins, 2016. "Pareto models, top incomes, and recent trends in UK income inequality," STICERD - Public Economics Programme Discussion Papers 30, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Stephen P. Jenkins, 2017. "Pareto Models, Top Incomes and Recent Trends in UK Income Inequality," Economica, London School of Economics and Political Science, vol. 84(334), pages 261-289, April.
- P. Jenkins, Stephen, 2016. "Pareto models, top incomes, and recent trends in UK income inequality," ISER Working Paper Series 2016-07, Institute for Social and Economic Research.
- Jenkins, Stephen P., 2016. "Pareto Models, Top Incomes, and Recent Trends in UK Income Inequality," IZA Discussion Papers 10124, Institute of Labor Economics (IZA).
- Frank A. Cowell & Philippe Kerm, 2015. "Wealth Inequality: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 29(4), pages 671-710, September.
- Michal Brzezinski, 2011.
"Variance Estimation for Richness Measures,"
LWS Working papers
11, LIS Cross-National Data Center in Luxembourg.
- Michał Brzeziński, 2013. "Variance estimation for richness measures," Working Papers 2013-03, Faculty of Economic Sciences, University of Warsaw.
- Frank A Cowell, 2011.
"Inequality among the Wealthy,"
CASE Papers
case150, Centre for Analysis of Social Exclusion, LSE.
- Cowell, Frank, 2011. "Inequality among the wealthy," LSE Research Online Documents on Economics 43897, London School of Economics and Political Science, LSE Library.
- Tobias Schoch & André Müller, 2020. "Treatment of sample under-representation and skewed heavy-tailed distributions in survey-based microsimulation: An analysis of redistribution effects in compulsory health care insurance in Switzerland," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 14(3), pages 267-304, December.
- Anissa Chaibi & Maria-Lenuta Ciupac-Ulici & Mircea-Cristian Gherman, 2014. "Do Recent Stochastic Tools Help to Better Understand Investors Preference and Asset Allocation?," Working Papers 2014-130, Department of Research, Ipag Business School.
- Safari, Muhammad Aslam Mohd & Masseran, Nurulkamal & Ibrahim, Kamarulzaman, 2018. "Optimal threshold for Pareto tail modelling in the presence of outliers," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 169-180.
- Yogi Vidyattama & Robert Tanton & Alan Duncan & Ross Gayler, 2013. "Implementing Income Verification in Australia," NATSEM Working Paper Series 13/20, University of Canberra, National Centre for Social and Economic Modelling.
- Arndt, Channing & Mahrt, Kristi & Hussain, M. Azhar & Tarp, Finn, 2018.
"A human rights-consistent approach to multidimensional welfare measurement applied to sub-Saharan Africa,"
World Development, Elsevier, vol. 108(C), pages 181-196.
- Channing Arndt & Kristi Mahrt & Azhar Hussain & Finn Tarp, 2017. "A human rights-consistent approach to multidimensional welfare measurement applied to sub-Saharan Africa," WIDER Working Paper Series wp-2017-76, World Institute for Development Economic Research (UNU-WIDER).
- Muhammad Hilmi Abdul Majid & Kamarulzaman Ibrahim & Nurulkamal Masseran, 2023. "Three-Part Composite Pareto Modelling for Income Distribution in Malaysia," Mathematics, MDPI, vol. 11(13), pages 1-15, June.
- Frank A Cowell, 2007.
"Income Distribution and Inequality,"
STICERD - Distributional Analysis Research Programme Papers
94, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cowell, Frank, 2007. "Income distribution and inequality," LSE Research Online Documents on Economics 3780, London School of Economics and Political Science, LSE Library.
- Frank A. Cowell, 2008. "Income Distribution and Inequality," Chapters, in: John B. Davis & Wilfred Dolfsma (ed.), The Elgar Companion to Social Economics, chapter 13, Edward Elgar Publishing.
- Hussain, M. Azhar & Jørgensen, Mette Møller & Østerdal, Lars Peter, 2014.
"Refining Population Health Comparisons: A Multidimensional First Order Dominance Approach,"
DaCHE discussion papers
2014:5, University of Southern Denmark, Dache - Danish Centre for Health Economics.
- M. Azhar Hussain & Mette Møller Jørgensen & Lars Peter Østerdal, 2016. "Refining Population Health Comparisons: A Multidimensional First Order Dominance Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 129(2), pages 739-759, November.
- Melanie Krause, 2014.
"Parametric Lorenz Curves and the Modality of the Income Density Function,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(4), pages 905-929, December.
- Krause, Melanie, 2012. "Parametric Lorenz Curves and the Modality of the Income Density Function," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 67390, Verein für Socialpolitik / German Economic Association.
- Safari, Muhammad Aslam Mohd & Masseran, Nurulkamal & Ibrahim, Kamarulzaman, 2018. "A robust semi-parametric approach for measuring income inequality in Malaysia," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 1-13.
- Safari, Muhammad Aslam Mohd & Masseran, Nurulkamal & Ibrahim, Kamarulzaman & Hussain, Saiful Izzuan, 2019. "A robust and efficient estimator for the tail index of inverse Pareto distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 431-439.
- Michał Brzeziński, 2013. "Robust estimation of the Pareto index: A Monte Carlo Analysis," Working Papers 2013-32, Faculty of Economic Sciences, University of Warsaw.
- Frank Cowell & Emmanuel Flachaire, 2021. "Inequality Measurement: Methods and Data," Post-Print hal-03589066, HAL.
- Gholamreza Hajargasht & William E. Griffiths, 2016. "Inference for Lorenz Curves," Department of Economics - Working Papers Series 2022, The University of Melbourne.
- Nora Lustig & Andrea Vigorito, 2025. "Including the Rich in Income Inequality Measures: An Assessment of Correction Approaches," Working Papers 2503, Tulane University, Department of Economics.
- Safari, Muhammad Aslam Mohd & Masseran, Nurulkamal & Ibrahim, Kamarulzaman & Hussain, Saiful Izzuan, 2021. "Measuring income inequality: A robust semi-parametric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
- Frank A. Cowell & Emmanuel Flachaire, 2015.
"Statistical Methods for Distributional Analysis,"
Post-Print
hal-01457398, HAL.
- Copt, Samuel & Victoria-Feser, Maria-Pia, 2006.
"High-Breakdown Inference for Mixed Linear Models,"
Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 292-300, March.
Cited by:
- Ruiz-Gazen, Anne & Lopuhaä, Henrik Paul & Gares, Valérie, 2022. "S-estimation in Linear Models with Structured Covariance Matrices," TSE Working Papers 22-1343, Toulouse School of Economics (TSE).
- Yu, Dalei & Ding, Chang & He, Na & Wang, Ruiwu & Zhou, Xiaohua & Shi, Lei, 2019. "Robust estimation and confidence interval in meta-regression models," Computational Statistics & Data Analysis, Elsevier, vol. 129(C), pages 93-118.
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"Distributional Dominance With Trimmed Data,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 291-300, July.
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"Statistical Methods for Distributional Analysis,"
Post-Print
hal-01457398, HAL.
- Franck A. Cowell & Emmanuel Flachaire, 2015. "Statistical Methods for Distributional Analysis," AMSE Working Papers 1507, Aix-Marseille School of Economics, France.
- Frank A. Cowell & Emmanuel Flachaire, 2014. "Statistical Methods for Distributional Analysis," Working Papers halshs-01115996, HAL.
- Frank A Cowell & Maria-Pia Victoria-Feser, 2007.
"Modelling Lorenz Curves:robust and semi-parametric issues,"
STICERD - Distributional Analysis Research Programme Papers
91, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cowell, Frank & Victoria-Feser, M.P., 2007. "Modelling Lorenz curves: robust and semi-parametric issues," LSE Research Online Documents on Economics 2694, London School of Economics and Political Science, LSE Library.
- Frank A. Cowell & Maria-Pia Victoria-Feser, 2008. "Modelling Lorenz Curves: Robust and Semi-parametric Issues," Economic Studies in Inequality, Social Exclusion, and Well-Being, in: Duangkamon Chotikapanich (ed.), Modeling Income Distributions and Lorenz Curves, chapter 13, pages 241-253, Springer.
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345, ECINEQ, Society for the Study of Economic Inequality.
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Empirical Economics, Springer, vol. 42(2), pages 369-394, April.
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"Estimation of generalized linear latent variable models,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(4), pages 893-908, November.
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"Distribution-Free Inference for Welfare Indices under Complete and Incomplete Information,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 1(3), pages 191-219, December.
Cited by:
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"Statistical Methods for Distributional Analysis,"
Post-Print
hal-01457398, HAL.
- Franck A. Cowell & Emmanuel Flachaire, 2015. "Statistical Methods for Distributional Analysis," AMSE Working Papers 1507, Aix-Marseille School of Economics, France.
- Frank A. Cowell & Emmanuel Flachaire, 2014. "Statistical Methods for Distributional Analysis," Working Papers halshs-01115996, HAL.
- Frank A Cowell & Maria-Pia Victoria-Feser, 2007.
"Modelling Lorenz Curves:robust and semi-parametric issues,"
STICERD - Distributional Analysis Research Programme Papers
91, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cowell, Frank & Victoria-Feser, M.P., 2007. "Modelling Lorenz curves: robust and semi-parametric issues," LSE Research Online Documents on Economics 2694, London School of Economics and Political Science, LSE Library.
- Frank A. Cowell & Maria-Pia Victoria-Feser, 2008. "Modelling Lorenz Curves: Robust and Semi-parametric Issues," Economic Studies in Inequality, Social Exclusion, and Well-Being, in: Duangkamon Chotikapanich (ed.), Modeling Income Distributions and Lorenz Curves, chapter 13, pages 241-253, Springer.
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"Ranking Inequality: Applications of Multivariate Subset Selection,"
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- Cowell, Frank A. & Victoria-Feser, Maria-Pia, 2006. "Distributional Dominance With Trimmed Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 291-300, July.
- Stéphane Guerrier & Samuel Orso & Maria-Pia Victoria-Feser, 2018. "Parametric Inference for Index Functionals," Econometrics, MDPI, vol. 6(2), pages 1-11, April.
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- Beat Hulliger & Tobias Schoch, 2014. "Robust, distribution-free inference for income share ratios under complex sampling," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(1), pages 63-85, January.
- Frank Cowell & Maria-Pia Victoria-Feser, 2007. "Robust stochastic dominance: A semi-parametric approach," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 5(1), pages 21-37, April.
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"Statistical Methods for Distributional Analysis,"
Post-Print
hal-01457398, HAL.
- Frank A. Cowell & Maria-Pia Victoria-Feser, 2002.
"Welfare Rankings in the Presence of Contaminated Data,"
Econometrica, Econometric Society, vol. 70(3), pages 1221-1233, May.
Cited by:
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"Statistical Methods for Distributional Analysis,"
Post-Print
hal-01457398, HAL.
- Franck A. Cowell & Emmanuel Flachaire, 2015. "Statistical Methods for Distributional Analysis," AMSE Working Papers 1507, Aix-Marseille School of Economics, France.
- Frank A. Cowell & Emmanuel Flachaire, 2014. "Statistical Methods for Distributional Analysis," Working Papers halshs-01115996, HAL.
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"Distributional dominance with dirty data,"
LSE Research Online Documents on Economics
2239, London School of Economics and Political Science, LSE Library.
- Frank A Cowell & Maria-Pia Victoria-Feser, 2001. "Distributional Dominance with Dirty Data," STICERD - Distributional Analysis Research Programme Papers 51, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Frank A Cowell & Maria-Pia Victoria-Feser, 2007.
"Modelling Lorenz Curves:robust and semi-parametric issues,"
STICERD - Distributional Analysis Research Programme Papers
91, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cowell, Frank & Victoria-Feser, M.P., 2007. "Modelling Lorenz curves: robust and semi-parametric issues," LSE Research Online Documents on Economics 2694, London School of Economics and Political Science, LSE Library.
- Frank A. Cowell & Maria-Pia Victoria-Feser, 2008. "Modelling Lorenz Curves: Robust and Semi-parametric Issues," Economic Studies in Inequality, Social Exclusion, and Well-Being, in: Duangkamon Chotikapanich (ed.), Modeling Income Distributions and Lorenz Curves, chapter 13, pages 241-253, Springer.
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"Can Poverty-Reducing and Progressive Tax and Transfer System Hurt the Poor?,"
Commitment to Equity (CEQ) Working Paper Series
33, Tulane University, Department of Economics.
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"Robust Lorenz curves : a semi-parametric approach,"
LSE Research Online Documents on Economics
2155, London School of Economics and Political Science, LSE Library.
- Frank A Cowell & Maria-Pia Victoria-Feser, 2001. "Robust Lorenz Curves: A Semiparametric Approach," STICERD - Distributional Analysis Research Programme Papers 50, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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- Cowell, Frank A. & Victoria-Feser, Maria-Pia, 2006. "Distributional Dominance With Trimmed Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 291-300, July.
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"Polarization And Health,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 56(1), pages 171-185, March.
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- Frank Cowell & Maria-Pia Victoria-Feser, 2007. "Robust stochastic dominance: A semi-parametric approach," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 5(1), pages 21-37, April.
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"Statistical Methods for Distributional Analysis,"
Post-Print
hal-01457398, HAL.
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"Robust inference with binary data,"
Psychometrika, Springer;The Psychometric Society, vol. 67(1), pages 21-32, March.
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- Lô, Serigne N. & Ronchetti, Elvezio, 2009. "Robust and accurate inference for generalized linear models," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2126-2136, October.
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Chapters
- Frank A. Cowell & Maria-Pia Victoria-Feser, 2008.
"Modelling Lorenz Curves: Robust and Semi-parametric Issues,"
Economic Studies in Inequality, Social Exclusion, and Well-Being, in: Duangkamon Chotikapanich (ed.), Modeling Income Distributions and Lorenz Curves, chapter 13, pages 241-253,
Springer.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Cowell, Frank & Victoria-Feser, M.P., 2007. "Modelling Lorenz curves: robust and semi-parametric issues," LSE Research Online Documents on Economics 2694, London School of Economics and Political Science, LSE Library.
- Frank A Cowell & Maria-Pia Victoria-Feser, 2007. "Modelling Lorenz Curves:robust and semi-parametric issues," STICERD - Distributional Analysis Research Programme Papers 91, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.