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Lorenz Curve for Truncated and Censored Data
Authors:Sze-Man Tse
Institution:(1) Department of Applied Mathematics, National Dong Hwa University, Hualien, Taiwan
Abstract:In this paper, we consider a nonparametric estimator of the Lorenz curve and Gini index when the data are subjected to random left truncation and right censorship. Strong Gaussian approximations for the associated Lorenz process are established under appropriate assumptions. A law of the iterated logarithm for the Lorenz curve is also derived. Lastly, we obtain a central limit theorem for the corresponding Gini index.
Keywords:Left truncatrion  Right censorship  Product-limit  Quantile process  Strong Gaussian approximations  Lorenz process  Gini index  Law of the iterated logarithm
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