arXiv subjects

Sreelakshmi N

Publications and source records attributed to Sreelakshmi N.

3 recordsLinked to original sources

arXiv2026

Empirical Likelihood Inference for Sen and Sen--Shorrocks--Thon Indices

The Sen index and Sen-Shorrocks-Thon (SST) index are widely used measures of poverty indices. Developing reliable inference for these measures enables us to compare these measures in different populations of interest in an effective way. It is important to construct confidence intervals for the Sen index and SST index, which provide better coverage probability and shorter interval length. Motivated by this, we discuss empirical likelihood (EL) and jackknife empirical likelihood (JEL) based inference for the Sen index. To derive a JEL-based confidence interval for the Sen and SST indices, we propose a new estimator for the Sen index using the theory of U-statistics and examine its properties. The large sample properties of the EL and JEL ratio statistics are studied. We also discuss EL and JEL-based inference for the Sen-Shorrocks-Thon (SST) index. The finite sample performance of the EL and JEL-based confidence intervals of both Sen and SST indices is evaluated through a Monte Carlo simulation study. Finally, we illustrate our methods using individual-level data from the Panel Study of Income Dynamics (PSID) survey from the US as well as Indian household level income data for different states sourced from the Consumer Pyramids Household Survey (CPHS).

stat.ME↗

arXiv2018

Jackknife Empirical Likelihood-based inference for S-Gini indices

Widely used income inequality measure, Gini index is extended to form a family of income inequality measures known as Single-Series Gini (S-Gini) indices. In this study, we develop empirical likelihood (EL) and jackknife empirical likelihood (JEL) based inference for S-Gini indices. We prove that the limiting distribution of both EL and JEL ratio statistics are Chi-square distribution with one degree of freedom. Using the asymptotic distribution we construct EL and JEL based confidence intervals for realtive S-Gini indices. We also give bootstrap-t and bootstrap calibrated empirical likelihood confidence intervals for S-Gini indices. A numerical study is carried out to compare the performances of the proposed confidence interval with the bootstrap methods. A test for S-Gini indices based on jackknife empirical likelihood ratio is also proposed. Finally we illustrate the proposed method using an income data.

stat.ME↗

arXiv2018

A note on Quantile curves based bivariate reliability concepts

We extend the univariate quantile based reliability concepts to the bivariate case using quantile curves. We propose quantile curves based bivariate hazard rate and bivariate mean residual life function and establish a relationship between them. We study the uniqueness properties of these concepts to determine the underlying quantile curve. We also study the quantile curves based reliability concepts in reverse time.

stat.ME↗