In 2010, Zenga introduced a three-parameter model for distributions by size, with Paretian right-tail and expectation always finite. This paper examines how to estimate its parameters with constrains on the expectation and on synthetic inequality indices, which are major characteristics to describe income distributions. These methods bring out new lights in the interpretation of the parameters
Arcagni, A. (2014). Zenga distribution: parameters estimation with contraints on synthetic inequality indices. STATISTICA & APPLICAZIONI.
Zenga distribution: parameters estimation with contraints on synthetic inequality indices
ARCAGNI, ALBERTO GIOVANNI
2014
Abstract
In 2010, Zenga introduced a three-parameter model for distributions by size, with Paretian right-tail and expectation always finite. This paper examines how to estimate its parameters with constrains on the expectation and on synthetic inequality indices, which are major characteristics to describe income distributions. These methods bring out new lights in the interpretation of the parametersFile in questo prodotto:
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