Statistical inference for the difference of two Lorenz curves |
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Authors: | Zhouping Li Yang Wei |
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Institution: | School of Mathematics and Statistics, Lanzhou University, Lanzhou, People's Republic of China |
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Abstract: | Testing the Lorenz dominance is of importance in economic and social sciences. In this article, we propose new tools to do inferences for the difference of two Lorenz curves. The asymptotic normality of the proposed smoothed nonparametric estimator is proved. We also propose a smoothed jackknife empirical likelihood (JEL) method which avoids to estimate the complicate asymptotic variance. It is proved that the proposed JEL ratio statistics converge to the standard chi-square distribution. Simulation studies and real data analysis are also conducted, and show encouraging finite-sample performance. |
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Keywords: | Confidence intervals empirical likelihood jackknife Lorenz curves |
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