基于Copula函数的Lorenz曲线的多元延拓及相关的多元Gini系数
A multivariate extension of the Lorenz curve based on copulas and a related multivariate Gini coefficient
摘要：
我们提出了一个扩展的单变量洛伦兹曲线和基尼系数的多变量的情况下，即，同时衡量多个变量的不平等。我们的扩展是基于copula和措施的不平等产生的不平等，在每个单一的变量，以及不平等产生的依赖结构的变量。我们得出简单的非参数估计这两种工具，并将其应用到个人收入和财富的数据为各个国家的示范。
英文摘要：
We propose an extension of the univariate Lorenz curve and of the Gini coefficient to the multivariate case, i.e., to simultaneously measure inequality in more than one variable. Our extensions are based on copulas and measure inequality stemming from inequality in every single variable as well as inequality stemming from the dependence structure of the variables. We derive simple nonparametric estimators for both instruments and apply them exemplary to data of individual income and wealth for various countries.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
