2024-03-29T13:13:32Zhttp://uvadoc.uva.es/oai/requestoai:uvadoc.uva.es:10324/405532021-06-23T10:07:31Zcom_10324_1146com_10324_931com_10324_894col_10324_1262
Copula‐based analysis of multivariate dependence patterns between dimensions of poverty in Europe
García Gómez, César
Pérez Espartero, Ana
Prieto Alaiz, María Mercedes
Producción Científica
It is widely recognized that poverty is a multidimensional phenomenon involving not only income, but also other aspects such as education or health. In this multidimensional setting, analyzing the dependence between dimensions becomes an important issue, since a high degree of dependence could exacerbate poverty. In this paper, we propose measuring the multivariate dependence between the dimensions of poverty in Europe using copula‐based methods. This approach focuses on the positions of individuals across dimensions, allowing for other types of dependence beyond linear correlation. In particular, we analyze how orthant dependence between the dimensions of the AROPE rate has evolved in the EU‐28 countries between 2008 and 2014 by applying non‐parametric estimates of multivariate copula‐based generalisations of Spearman’s rank correlation coefficient. We find a general increase in the dependence between dimensions, regardless of the coefficient used. Moreover, countries with higher AROPE rates also tend to experiment more dependence between its dimensions.
2020-03-02
2020-03-02
2020
info:eu-repo/semantics/article
Review of Income and Wealth, Series 0, Number 0, 2020 (In Press)
0034-6586
http://uvadoc.uva.es/handle/10324/40553
10.1111/roiw.12461
Review of Income and Wealth
1475-4991
eng
https://onlinelibrary.wiley.com/doi/full/10.1111/roiw.12461
info:eu-repo/semantics/openAccess
http://creativecommons.org/licenses/by-nc-nd/4.0/
© 2020 International Association for Research in Income and Wealth
Attribution-NonCommercial-NoDerivatives 4.0 Internacional
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