Extending the Gini Index to Higher Dimensions via Whitening Processes
Extending the Gini Index to Higher Dimensions via Whitening Processes
Measuring the degree of inequality expressed by a multivariate statistical distribution is a challenging problem, which appears 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 …