Jackknife empirical likelihood for the Gini index with right censored observations

Abstract

Estimators of the Gini index have been proposed and widely utilized for interval estimation and hypothesis testing in economics. In this paper, Jackknife Empirical Likelihood (JEL) is developed for the Gini index with right censored observations. We prove the limiting distribution of JEL ratio statistics and construct the confidence intervals for the Gini index. Comparative simulation studies with existing methods demonstrate that our methods do better in coverage probability and average length.