✦ LIBER ✦
Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise
✍ Scribed by Youri Davydov; Ričardas Zitikis
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 153 KB
- Volume
- 59
- Category
- Article
- ISSN
- 0167-7152
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✦ Synopsis
We consider the Glivenko-Cantelli-type asymptotic behaviour of the empirical generalized Lorenz curves based on random variables forming a stationary ergodic sequence with deterministic noise. As a consequence of these results, we obtain a description of the set of limiting curves of the convexiÿcations of stochastic processes with stationary increments and deterministic trends.