On the estimation of the Lorenz curve under complex sampling designs

This paper focuses on the estimation of the concentration curve of a finite population, when data are collected according to a complex sampling design with different inclusion probabilities. A (design-based) Hajek type estimator for the Lorenz curve is proposed, and its asymptotic properties are stu...

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Bibliographic Details
Published inarXiv.org
Main Authors Conti, Pier Luigi, Alberto Di Iorio, Guandalini, Alessio, Marella, Daniela, Vicard, Paola, Vitale, Vincenzina
Format Paper
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 09.12.2018
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Summary:This paper focuses on the estimation of the concentration curve of a finite population, when data are collected according to a complex sampling design with different inclusion probabilities. A (design-based) Hajek type estimator for the Lorenz curve is proposed, and its asymptotic properties are studied. Then, a resampling scheme able to approximate the asymptotic law of the Lorenz curve estimator is constructed. Applications are given to the construction of (i) a confidence band for the Lorenz curve, (ii) confidence intervals for the Gini concentration ratio, and (iii) a test for Lorenz dominance. The merits of the proposed resampling procedure are evaluated through a simulation study.
ISSN:2331-8422