Asymptotic Behaviors of the Lorenz Curve for Left Truncated and Dependent Data

The purpose of this paper is to provide some asymptotic results for nonparametric estimator of the Lorenz curve and Lorenz process for the case in which data are assumed to be strong mixing subject to random left truncation. First, we show that nonparametric estimator of the Lorenz curve is uniforml...

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Bibliographic Details
Published inJournal of sciences, Islamic Republic of Iran Vol. 23; no. 2; pp. 171 - 177
Main Author M. Bolbolian Ghalibaf
Format Journal Article
LanguageEnglish
Published University of Tehran 01.06.2012
Subjects
law of the iterated logarithm
lorenz curve
strong gaussian approximation
strong mixing
truncated data
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ISSN1016-1104
2345-6914

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Summary:The purpose of this paper is to provide some asymptotic results for nonparametric estimator of the Lorenz curve and Lorenz process for the case in which data are assumed to be strong mixing subject to random left truncation. First, we show that nonparametric estimator of the Lorenz curve is uniformly strongly consistent for the associated Lorenz curve. Also, a strong Gaussian approximation for the associated Lorenz process is established under appropriate assumptions. Using this strong Gaussian approximation, a law of the iterated logarithm for the Lorenz process is also derived.
ISSN:1016-1104
2345-6914