activity
20142024
most citedRobust analogs to the Coefficient of Variation

185 citations · 268 across the 13 of their papers we have counts for

collaborators

13 papers

stat.ME2024

rquest: An R package for hypothesis tests and confidence intervals for quantiles and summary measures based on quantiles

Luke A. Prendergast, Shenal Dedduwakumara, Robert G. Staudte

Sample quantiles, such as the median, are often better suited than the sample mean for summarising location characteristics of a data set. Similarly, linear combinations of sample…

math.ST2019★ 3 cited

Evidence for goodness of fit in Karl Pearson chi-squared statistics

Robert G. Staudte

Chi-squared tests for lack of fit are traditionally employed to find evidence against a hypothesized model, with the model accepted if the Karl Pearson statistic comparing observed…

stat.ME2019

Insights and inference for the proportion below the relative poverty line

Dilanka S. Dedduwakumara, Luke A. Prendergast, Robert G. Staudte

We examine a commonly used relative poverty measure called the headcount ratio (), defined to be the proportion of incomes falling below the relative poverty line, which is de…

stat.ME2019

An efficient estimator of the parameters of the Generalized Lambda Distribution

Dilanka S. Dedduwakumara, Luke A. Prendergast, Robert G. Staudte

Estimation of the four generalized lambda distribution parameters is not straightforward, and available estimators that perform best have large computation times. In this paper, we…

math.ST2019★ 185 cited

Robust analogs to the Coefficient of Variation

Chandima N. P. G. Arachchige, Luke A. Prendergast, Robert G. Staudte

The coefficient of variation (CV) is commonly used to measure relative dispersion. However, since it is based on the sample mean and standard deviation, outliers can adversely affe…

stat.ME2017

Decomposing the Quantile Ratio Index with applications to Australian income and wealth data

Luke A. Prendergast, Robert G. Staudte

The quantile ratio index introduced by Prendergast and Staudte 2017 is a simple and effective measure of relative inequality for income data that is resistant to outliers. It measu…

math.ST2017★ 5 cited

Divergence from, and Convergence to, Uniformity of Probability Density Quantiles

Robert Staudte, Aihua Xia

The probability density quantile (pdQ) carries essential information regarding shape and tail behavior of a location-scale family. Convergence of repeated applications of the pdQ m…

math.ST2016★ 10 cited

The Shapes of Things to Come: Probability Density Quantiles

Robert G. Staudte

For every discrete or continuous location-scale family having a square-integrable density, there is a unique continuous probability distribution on the unit interval that is determ…

stat.ME2016★ 17 cited

A Simple and Effective Inequality Measure

Luke A. Prendergast, Robert G. Staudte

Ratios of quantiles are often computed for income distributions as rough measures of inequality, and inference for such ratios have recently become available. The special case when…

math.ST2015★ 18 cited

Quantile Versions of the Lorenz Curve

Luke A. Prendergast, Robert G. Staudte

The classical Lorenz curve is often used to depict inequality in a population of incomes, and the associated Gini coefficient is relied upon to make comparisons between different c…

stat.ME2015★ 8 cited

When large n is not enough---Distribution-free Interval Estimators for Ratios of Quantiles

Luke A. Prendergast, Robert G. Staudte

Ratios of sample percentiles or of quantiles based on a single sample are often published for skewed income data to illustrate aspects of income inequality, but distribution-free c…

stat.ME2015★ 15 cited

Exploiting the Quantile Optimality Ratio to Obtain Better Confidence Intervals for Quantiles

Luke A. Prendergast, Robert G. Staudte

A standard approach to confidence intervals for quantiles requires good estimates of the quantile density. The optimal bandwidth for kernel estimation of the quantile density depen…

math.ST2014★ 7 cited

Inference for Quantile Measures of Kurtosis, Peakedness and Tail-weight

R. G Staudte

Many measures of peakedness, heavy-tailedness and kurtosis have been proposed in the literature, mainly because kurtosis, as originally defined, is a complex combination of the oth…