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Keyword: influence function;

6 results found.

DARP Paper

Robust Income Distribution Estimation with Missing Data

Maria-Pia Victoria-Feser

With income distributions it is common to encounter the problem of missing data. When a parametric model is fitted to the data, the problem can be overcome by specifying the marginal distribution of the observed data. Wi...Read more...

January 2001

DARP Paper

Statistical Inference for Welfare under Complete and Incomplete Information, (published in Journal of Economic Inequality, vol. 1 (2003), pp. 191-219)

Frank A Cowell and Maria-Pia Victoria-Feser

We show how a collection of results in the literature on the empirical estimation of welfare indicators from sample data can be unified. We also demonstrate how some of these ideas can be extended to empirically importan...Read more...

December 1999

DARP Paper

Robust Estimation of Income Distribution Models with Grouped Data, (revised version published in the Journal of the American Statistical Association 92 (1997), pp. 333-340)

Elvezio Ronchetti and Maria-Pia Victoria-Feser

An important aspect of income distribution is the modelling of the data using an appropriate parametric model. This involves estimating the parameters of the models, given the data at hand. Income data are typically in g...Read more...

June 1996

DARP Paper

Robustness properties of poverty indices, (Now published in European Economic Review, vol. 40 (1996), pp. 1761-1771)

Frank A Cowell and Maria-Pia Victoria-Feser

Drawing on recent work concerning the statistical robustness of inequality statistics we examine the sensitivity of poverty indices to data contamination using the concept of the influence function. We show that poverty ...Read more...

May 1994

DARP Paper

Robust estimation of personal income distribution models, (revised version published in The Canadian Journal of Statistics 22 (1994), pp. 247—258)

Maria-Pia Victoria-Feser

Statistical problems in modelling personal income distributions include estimation procedures, testing and model choice. Typically, the parameters of a given model are estimated by classical procedures such as maximum li...Read more...

October 1993

DARP Paper

Robustness Properties of Inequality Measures: The Influence Function and the Principle of Transfers (Revised version in Econometrica, 64 (1996), pp.77-101)

Frank A Cowell and Maria-Pia Victoria-Feser

Inequality measures are often used to summarise information about empirical income distributions. However , the resulting picture of the distribution and of the changes in the distribution can be severely distorted if th...Read more...

October 1993