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Variance estimation of the Gini index: Revisiting a result several times published
Résumé Since Corrado Gini suggested the index that bears his name as a way of measuring inequality, the computation of variance of the Gini index has been subject to numerous publications. In this paper, we survey a large part of the literature related to the topic and show that the same results, as well as the same errors, have been republished several times, often with a clear lack of reference to previous work. Whereas existing literature on the subject is very fragmented, we regroup papers from various fields and attempt to bring a wider view of the problem. Moreover, we try to explain how this situation occurred and the main issues involved when trying to perform inference on the Gini index, especially under complex sampling designs. The interest of several linearization methods is discussed and the contribution of recent papers is evaluated. Also, a general result to linearize a quadratic form is given, allowing the approximation of variance to be computed in only a few lines of calculation. Finally, the relevance of the regression-based approach is evaluated and an empirical comparison is proposed.
   
Mots-clés Gini, inequality, variance estimation, linearization, influence function,
sampling
   
Citation Langel, M., & Tillé, Y. (2013). Variance estimation of the Gini index: Revisiting a result several times published. Journal of the Royal Statistical Society - Series A, 176(2), 521-540.
   
Type Article de périodique (Anglais)
Date de publication 2013
Nom du périodique Journal of the Royal Statistical Society - Series A
Volume 176
Numéro 2
Pages 521-540
URL http://onlinelibrary.wiley.com/doi/10.1111/j.1467-985X.20...
Liée au projet Convention Université de Neuchâtel/Office fédéral de la s...