Constructing indices of multivariate polarization ∗ by Chiara Gigliarano and Karl Mosler July 9 , 2007

Constructing indices of multivariate polarization ∗ by Chiara Gigliarano and Karl Mosler

Multivariate indices of polarization are constructed to measure effects of non-income attributes like wealth and education. Adopting the view of Esteban and Ray (1994), polarization is considered as the presence of groups which are internally homogeneous, externally heterogeneous, and of similar size. We propose a class of polarization indices which is built from measures of relative groups siz...

The declining middle class in one and many attributes ∗

A new multivariate approach is introduced to identify the middle class of a society and to measure its possible decline. The middle class is a properly defined central region in attribute space that contains a fixed portion of the population. The decline of the middle class is measured by comparing volumes of the middle class. The use of different notions of central regions is discussed in one ...

An Inter-temporal Relative Deprivation Index

A comparison of recent procedures in Weibull mixture testing

Abstract. The paper considers recent approaches to testing homogeneity in a finite mixture model, the modified likelihood ratio test (MLRT) of Chen et al. (2001) and the D-tests of Charnigo and Sun (2004). They are adapted to Weibull mixtures with and without a Weibull-to-exponential transformation of the data. Critical quantiles are calculated by simulation. To cope with the dependency of quan...

A general solution for robust linear programs with distortion risk constraints

Linear optimization problems are investigated that have random parameters in their m ≥ 1 constraints. In constructing a robust solution x ∈ R, we control the risk arising from violations of the constraints. This risk is measured by set-valued risk measures, which extend the usual univariate coherent distortion (= spectral) risk measures to the multivariate case. To obtain a robust solution in d...