RT info:eu-repo/semantics/article
T1 Copula‐based analysis of multivariate dependence patterns between dimensions of poverty in Europe
A1 García Gómez, César
A1 Pérez Espartero, Ana
A1 Prieto Alaiz, María Mercedes
K1 Tasa de AROPE
K1 AROPE rate
AB 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.
PB Wiey
SN 0034-6586
YR 2020
FD 2020
LK http://uvadoc.uva.es/handle/10324/40553
UL http://uvadoc.uva.es/handle/10324/40553
LA eng
NO Review of Income and Wealth, Series 0, Number 0, 2020 (In Press)
NO Producción Científica
DS UVaDOC
RD 18-abr-2024