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Inferential results for a new measure of inequality

机译:一种新的不平等程度的推论结果

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In recent decades, substantial changes have been observed in the left and right tails of income distributions in countries like the USA, Germany, the UK, and France. These changes are a major concern for policy makers. Here, we derive inferential results for a new inequality index that is specifically designed for capturing such significant shifts. We propose two empirical estimators for the index and show that they are asymptotically equivalent. Afterward, we adopt one estimator and prove its consistency and asymptotic normality. Finally, we introduce an empirical estimator for its variance and provide conditions for its consistency. An analysis of real data from the Bank of Italy Survey of Income and Wealth is also presented on the basis of the obtained inferential results.
机译:近几十年来,在美国,德国,英国和法国等国家,收入分配的左右尾巴都发生了重大变化。这些变化是政策制定者的主要关切。在这里,我们推导了一个新的不平等指数的推论结果,该指数是专门为捕获如此重要的变化而设计的。我们为该指数提出两个经验估计量,并证明它们在渐近上是等价的。之后,我们采用一个估计量,证明其一致性和渐近正态性。最后,我们为它的方差引入了经验估计,并为其一致性提供了条件。在获得的推论结果的基础上,还对意大利银行收入和财富调查的真实数据进行了分析。

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