文章基本信息

标题：Sensitivity of Inequality Measures to Extreme Values, (published in Journal of Econometrics, vol. 141, (2007), pp. 1044-1072).
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作者：Frank A Cowell ; Emmanuel Flachaire
期刊名称：International Studies Papers
出版年度：2002
卷号：2002
出版社：Suntory Toyota International Centres for Economics and Related Disciplines
摘要：We examine the sensitivity of estimates and inequality indices to extreme values, in the sense of their robustness properties and of their statistical performance. We establish that these measures are very sensitive to the properties of the income distribution. Estimation and inference can be dramatically affected, especially when the tail of the income distribution is heavy.
关键词：Inequality measures, statistical performance, robustness