Extending the Gini index to higher dimensions via whitening processes
Measuring the degree of inequality expressed by a multivariate statistical distribution is a challenging problem in many fields of science and engineering. In this paper, we propose to extend the well-known univariate Gini coefficient to multivariate distributions by maintaining most of its properties. Our extension is based on applying whitening processes that possess the property of scale stability.
Authors
- Paolo Giudici (ORCID: https://orcid.org/0000-0002-4198-0127)
- Giuseppe Toscani (ORCID: https://orcid.org/0000-0003-4419-804X)
- Gennaro Auricchio (ORCID: https://orcid.org/0000-0002-4285-8887)
Institutions
- University of Padua (IT)
- University of Pavia (IT)
- Istituto di Matematica Applicata e Tecnologie Informatiche (IT)
Publication Details
- Journal
- Rendiconti Lincei Matematica e Applicazioni
- Published
- 2025-04-29
- DOI
- https://doi.org/10.4171/rlm/1050
- Citations
- 6
- Primary Topic
- Advanced Statistical Methods and Models
- Type
- article
- Field-Weighted Citation Impact
- 15.78