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A multivariate extension of the Lorenz curve based on copulas and a related multivariate Gini coefficient |
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| Authors: | Grothe Oliver Kächele Fabian Schmid Friedrich |
| Affiliation: | 1.IOR - Analytics and Statistics, Karlsruher Institut für Technologie (KIT), Kaiserstra?e 12, 76131, Karlsruhe, Germany ;2.Institut für ?konometrie und Statistik, Universit?t zu K?ln, Albertus-Magnus-Platz, D-50923, K?ln, Germany ; |
| Abstract: | The Journal of Economic Inequality - We propose an extension of the univariate Lorenz curve and of the Gini coefficient to the multivariate case, i.e., to simultaneously measure inequality in more... |
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