Summary
We use the delta method to derive the large sample distribution of multidimensional inequality indices. We also present a simple method for computing standard errors and obtain explicit formulas in the context of two families of indices.
Home > Publications > Statistical inference for multidimensional inequality indices
Abul Naga, R. H. (2010)
Economics Letters. 107(1): 49-51.
We use the delta method to derive the large sample distribution of multidimensional inequality indices. We also present a simple method for computing standard errors and obtain explicit formulas in the context of two families of indices.
Multidimensional inequality indices; Large sample distributions; Standard errors