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Keyword: robustness.;

2 results found.

DARP Paper

Sensitivity of Inequality Measures to Extreme Values, (published in Journal of Econometrics, vol. 141, (2007), pp. 1044-1072).

Frank A Cowell and Emmanuel Flachaire

We examine the sensitivity of estimates and inequality indices to extreme values, in the sense of their robustness properties and of their statistical performance. We establish that these measures are very sensitive to t...Read more...

March 2002

DARP Paper

Distributional Dominance with Dirty Data, (published in Journal of Business and Economic Statistics, vol. 24 (2006), pp. 291-300)

Frank A Cowell and Maria-Pia Victoria-Feser

Distributional dominance criteria are commonly applied to draw welfare inferences about comparisons, but conclusions drawn from empirical implementations of dominance criteria may be influenced by data contamination. We ...Read more...

August 2001