Search Results

SORT BY: PREVIOUS / NEXT
Author:Martin, Shawn M. 

Working Paper
Comparing Cross-Country Estimates of Lorenz Curves Using a Dirichlet Distribution Across Estimators and Datasets

Chotikapanich and Griffiths (2002) introduced the Dirichlet distribution to the estimation of Lorenz curves. This distribution naturally accommodates the proportional nature of income share data and the dependence structure between the shares. Chotikapanich and Griffiths (2002) fit a family of five Lorenz curves to one year of Swedish and Brazilian income share data using unconstrained maximum likelihood and unconstrained non-linear least squares. We attempt to replicate the authors' results and extend their analyses using both constrained estimation techniques and five additional years of ...
Finance and Economics Discussion Series , Paper 2017-062

FILTER BY Content Type

FILTER BY Author

FILTER BY Jel Classification

C24 1 items

C51 1 items

C87 1 items

D31 1 items

FILTER BY Keywords

PREVIOUS / NEXT