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.
Extending the Gini index to higher dimensions via whitening processes
Auricchio, Gennaro;
2024
Abstract
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.
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