Nonparametric estimation of the coefficient of overlapping - theory and empirical application
نویسندگان
چکیده
The coefficient of overlapping OVL measures the amount of agreement of two probability distributions. Statistical inference for OVL has been mainly investigated in a parametric framework. Five strongly consistent nonparametric estimators for OVL based on kernel density estimation are suggested. A Monte-Carlo simulation investigates bias and standard deviation of the estimators in finite samples. Results of an empirical application to German labor income data of men and women (based on GSOEP data) are presented. It is shown that there is much more agreement of labor income distributions of men and women in East Germany (new Federal States) than in West Germany (old Federal States). © 2005 Elsevier B.V. All rights reserved.
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ورودعنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 50 شماره
صفحات -
تاریخ انتشار 2006