Abul Naga, R. H. A., Shen, Y., & Yoo, H. I. (2016). Joint hypothesis tests for multidimensional inequality indices. Economics Letters, 141, 138-142.
ABSTRACT
An inequality index over p dimensions of well-being is decomposable by attributes if it can
expressed as a function of p unidimensional inequality indices and a measure of association
between the various dimensions of well-being. We exploit this decomposition framework to
derive joint hypothesis tests regarding the sources of multidimensional inequality, and
present Monte Carlo evidence on their finite sample behavior.