JournalsrlmVol. 35, No. 3pp. 511–528

Extending the Gini index to higher dimensions via whitening processes

  • Gennaro Auricchio

    University of Padua, Padova, Italy
    ORCID

  • Paolo Giudici

    University of Pavia, Pavia, Italy
    ORCID

  • Giuseppe Toscani

    University of Pavia, Pavia, Italy; Institute of Applied Mathematics and Information Technologies, Pavia, Italy
    ORCID
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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