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Keyword: m-estimators;

5 results found.

DARP Paper

Robust Lorenz Curves: A Semiparametric Approach, (published in Journal of Economic Inequality, vol. 5 (2007), pp. 21-37)

Frank A Cowell and Maria-Pia Victoria-Feser

Lorenz curves and second-order dominance criteria are known to be sensitive to data contamination in the right tail of the distribution. We propose two ways of dealing with the problem: (1) Estimate Lorenz curves using p...Read more...

May 2001

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

Modelling Income Distribution in Spain: A Robust Parametric Approach

Mercedes Prieto Alaiz and Maria-Pia Victoria-Feser

This paper presents a robust estimation of two income distribution models using Spanish data for the period 1990-91 under three different concepts of income. The effect on the estimates of the Theil index due to the choi...Read more...

June 1996

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

Choosing Between Two Income Distribution Models with Contaminated Data, (revised version published in the Journal of the Royal Statistical Society, Serie B, 15 (1997), pp. 715-727)

Maria-Pia Victoria-Feser

Choosing between two income distribution models typically involves testing two non-tested hypotheses, that is hypotheses such that one cannot be obtained as a special or limiting case of the other. Cox (1961, 1962) propo...Read more...

March 1996