A piecewise method for estimating the Lorenz curve

•We develop a piecewise method to estimate the Lorenz curve.•It provides a good approximation of the Lorenz curve and frequencies.•We illustrate that the piecewise method produces plausible density estimates.•We show that the method is useful when the income data has multiple peaks.

We propose a piecewise method to estimate the Lorenz curve for grouped income data. Our illustrative application shows that the method can produce more plausible density when the income distribution data has multiple peaks and the Lorenz curve cannot be modeled satisfactorily over the entire interval with a single Lorenz curve model.