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Comparing distributions by multiple testing across quantiles or CDF values

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WP 16-19 has been revised is now WP 18-01

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  • David M. Kaplan & Matt Goldman, 2016. "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers 1619, Department of Economics, University of Missouri, revised 22 Feb 2018.
  • Handle: RePEc:umc:wpaper:1619
    Note: Title change on 2018-02-22
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    More about this item

    Keywords

    Dirichlet; familywise error rate; Kolmogorov–Smirnov; probability integral transform; stepdown;
    All these keywords.

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models

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