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 on the application of whitening processes that possess the property of scale stability.

翻译：衡量多元统计分布所表达的不平等程度是一个具有挑战性的问题，广泛出现在科学与工程的诸多领域。本文提出将著名的单变量基尼系数扩展至多元分布，同时保持其大部分性质。我们的扩展基于具有尺度稳定性性质的白化过程的应用。