Multidimensional fairness with respect for individual preferences

This paper proposes a framework to assess fairness in multidimensional distributions while respecting individual preferences. We characterize an intuitive measure - Equivalent Advantage - that captures the distance from the current outcome to the potentially individual specific fair outcome. We introduce an easy to implement nonparametric approach to partially identify our measure via set identification of individual indifference curves. Our methodology is illustrated by analysing multidimensional fairness in Belgium using the MEqIn database. Despite the set identification, we show that our analysis of the Equivalent Advantage distribution allows for interesting insights on multidimensional inequality, poverty and opportunity distribution.