统计与管理学院2015年学术报告第36期
【主 题】 Jackknife Empirical Likelihood for the Gini Index
【报告人】 Zhao Yichuan 博士
Department of Mathematics and Statistics
Georgia State University, Atlanta, GA
【时 间】 2015年7月9日（星期四）15:30－16:30
【地 点】 上海财经大学统计与管理学院大楼1208室
【语 言】 英文
【摘 要】 A variety of statistical methods have been developed to the interval estimation
of a Gini index, one of the most widely used measures of economic inequality. However there are still plenty of room to improve in term of coverage accuracy, interval length, reliability and computational efficiency. In this talk, we propose interval estimators for the index and the difference of two Gini indexes via jackknife empirical likelihood. Via expressing the estimating equations in form of U-statistics, our method can be simply applied as the standard empirical likelihood for a univariate mean and avoid maximizing the profile empirical likelihood for the difference of two Gini indexes. Simulation studies show that our method is comparable to existing empirical likelihood methods in term of coverage accuracy, but yield shorter intervals. The proposed method is illustrated via analyzing a previously published real data set. It is joint work with Dongliang Wang and Dirk W. Gilmore.
