On the Gini measure decomposition

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 ( G R D ), and its formal definition are provided.

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Veröffentlicht in:	Statistics & probability letters 2011-01, Vol.81 (1), p.133-139
Hauptverfasser:	Giudici, P., Raffinetti, E.
Format:	Artikel
Sprache:	eng
Schlagworte:	Bioinformatics Computer Science Concordance curve Exact sciences and technology General topics Gini measure Gini measure Concordance curve Gini rank dependence Gini rank dependence Life Sciences Mathematics Probability and statistics Probability theory and stochastic processes Quantitative Methods Sciences and techniques of general use Statistics
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Beschreibung
Zusammenfassung:	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 ( G R D ), and its formal definition are provided.
ISSN:	0167-7152 1879-2103
DOI:	10.1016/j.spl.2010.10.005