Title : ( Asymptotic behaviors of the Lorenz curve under strong mixing )
Authors: Vahid Fakoor , N. Nakhaei Rad ,Abstract
In this paper, we consider a nonparametric estimator of the Lorenz curve when data are showing some kind of dependence. The uniform strong convergence rate of the estimator under strong mixing hypothesis is obtained. Strong Gaussian approximation for the associated Lorenz process are established under appropriate assumptions. A law of the iterated logarithm for the Lorenz process is also derived.
Keywords
, Law of the iterated logarithm, Lorenz process, Quantile process, Strong Gaussian approximation, Strong mixing, Strong uniform consistency@article{paperid:1022611,
author = {Fakoor, Vahid and N. Nakhaei Rad},
title = {Asymptotic behaviors of the Lorenz curve under strong mixing},
journal = {Pakistan Journal of Statistics},
year = {2011},
volume = {27},
number = {3},
month = {July},
issn = {1012-9367},
pages = {231--239},
numpages = {8},
keywords = {Law of the iterated logarithm; Lorenz process; Quantile process; Strong Gaussian
approximation; Strong mixing; Strong uniform consistency},
}
%0 Journal Article
%T Asymptotic behaviors of the Lorenz curve under strong mixing
%A Fakoor, Vahid
%A N. Nakhaei Rad
%J Pakistan Journal of Statistics
%@ 1012-9367
%D 2011