The purpose of this research is to introduce a new approach to the decomposition of the Gini measure in terms of concordance and discordance shares: a new kind of dependence, the Gini rank dependence (GRD), and its formal definition are provided.
On the Gini measure decomposition / P. Giudici, E. Raffinetti. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 81:1(2011 Jan), pp. 133-139. [10.1016/j.spl.2010.10.005]
On the Gini measure decomposition
E. Raffinetti
Ultimo
2011
Abstract
The purpose of this research is to introduce a new approach to the decomposition of the Gini measure in terms of concordance and discordance shares: a new kind of dependence, the Gini rank dependence (GRD), and its formal definition are provided.
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