Concepts for measures of inequality in multivariate data

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Published:
Oct 21, 2006
Issue
No. 60 (2006)
Section
Artykuły
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Wiesław Szczesny
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
https://orcid.org/0000-0002-8083-4624
Teresa Kowalczyk
Instytut Podstaw Informatyki PAN
Marek Wiech
Instytut Podstaw Informatyki PAN

DOI: https://doi.org/10.22630/EIOGZ.2006.60.53
Keywords : directional Lorenz curve, directional Gini index, concentration, inequality, diversity, Kendall’s tau, grade data analysis
Abstract
The article consists of three main parts. The first part introduces concepts of directional Lorenz curve and directional Gini index, generalized then to obtain suitable terms concerning concentration measures. In the second part some inequality indices are introduced, which present a grade approach to multivariate datasets. As an example three datasets concerning five banks and three variables (deposits, Polish currency loans and foreign currency loans) are considered. The final part consists of comparison of grade approach to approach proposed by Mosler and Koshevoy, followed by a short account of some other concepts of inequality measurement

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How to Cite
Szczesny, W., Kowalczyk, T., & Wiech, M. (2006). Concepts for measures of inequality in multivariate data. Zeszyty Naukowe SGGW - Ekonomika I Organizacja Gospodarki Żywnościowej, (60), 319–329. https://doi.org/10.22630/EIOGZ.2006.60.53
References

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Kowalczyk T., Pleszczyńska E., Ruland, F. (red.). (2004). Grade Models and Methods for Data Analysis, Studies in Fuzziness and Soft Computing No 151, str. 1-477, Springer: Berlin-Heidelberg-New York. (Crossref)

Kowalczyk T., Pleszczyńska E., Szczesny W., Wiech M (2006). Measurement of multivariate inequality based on Kendall tau or Spearman rho (w przygotowaniu).

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