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On the rate of strong consistency of Lorenz curves

✍ Scribed by Miklós Csörgö; Ričardas Zitikis

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
368 KB
Volume
34
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

✦ Synopsis

Assuming the finiteness of only the second moment, we prove that LIL for Lorenz curves holds true provided that the underlying distribution function and its inverse are continuous. The proof is crucially based on a limit theorem for the general Vervaat process.

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