Preprint
Oct 2026
Exact finite-sample bias, variance, and MSE of normalized scale-invariant inequality indices under Gamma mixture models
We study the finite-sample properties of estimators of a broad class of normalized scale-invariant inequality indices (NSIIs) under finite Gamma mixture models. The class includes the Gini coefficient, the $m$th Gini index, the Extended $m$th Gini index, linear order-statistic inequality indices, and several entropy- a...
R. Vila, F. Quintino
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