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DARP Paper
Statistical Inference for Multidimensional Inequality Indices
Ramses H. Abul Naga
August 2008
Paper No' DARP 097:
Full Paper (pdf)

JEL Classification: D63;C43

Tags: multidimensional inequality indices; large sample distributions; standard errors.

We use the delta method to derive the large sample distribution of multidimensional inequality indices. We also present a simple method for computing standard errors and obtain explicit formulas in the context of two families of indices.