139 citations · 371 across the 10 of their papers we have counts for
4 papers · 1 filter
Comparing distributions by multiple testing across quantiles or CDF values
Matt Goldman, David M. Kaplan
When comparing two distributions, it is often helpful to learn at which quantiles or values there is a statistically significant difference. This provides more information than the…
Smoothed GMM for quantile models
Luciano de Castro, Antonio F. Galvao, David M. Kaplan +1
This paper develops theory for feasible estimators of finite-dimensional parameters identified by general conditional quantile restrictions, under much weaker assumptions than prev…
Fractional order statistic approximation for nonparametric conditional quantile inference
Matt Goldman, David M. Kaplan
Using and extending fractional order statistic theory, we characterize the coverage probability error of the previously proposed confidence intervals for population qua…
Frequentist properties of Bayesian inequality tests
David M. Kaplan, Longhao Zhuo
Bayesian and frequentist criteria fundamentally differ, but often posterior and sampling distributions agree asymptotically (e.g., Gaussian with same covariance). For the correspon…