Extending the Gini index to higher dimensions via whitening processes
Gennaro Auricchio
University of Padua, Padova, ItalyPaolo Giudici
University of Pavia, Pavia, ItalyGiuseppe Toscani
University of Pavia, Pavia, Italy; Institute of Applied Mathematics and Information Technologies, Pavia, Italy

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.
Cite this article
Gennaro Auricchio, Paolo Giudici, Giuseppe Toscani, Extending the Gini index to higher dimensions via whitening processes. Atti Accad. Naz. Lincei Cl. Sci. Fis. Mat. Natur. 35 (2024), no. 3, pp. 511–528
DOI 10.4171/RLM/1050