Varying bandwidth parameter method on Kernel Gini index estimation

Abstract

Most of measures of income inequality are derived from the Lorenz curve and many authors state that the Gini index is the best single measure of inequality. The present paper reviews some of theoretical properties of the Lorenz curve and provides a non-parametric estimate of the Gini index and the almost sure convergence of this estimate. And to confirm the performance of the estimator, a simulation on real data was carried out.