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Frequentist size of Bayesian inequality tests

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  • David M. Kaplan

    () (Department of Economics, University of Missouri)

  • Longhao Zhuo

Abstract

WP 18-02 has now been replaced by working paper WP 19-10.

Suggested Citation

  • David M. Kaplan & Longhao Zhuo, 2018. "Frequentist size of Bayesian inequality tests," Working Papers 1802, Department of Economics, University of Missouri, revised 14 Jul 2019.
  • Handle: RePEc:umc:wpaper:1802
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    Cited by:

    1. Goldman, Matt & Kaplan, David M., 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
    2. David M. Kaplan & Longhao Zhuo, 2018. "Comparing latent inequality with ordinal data," Working Papers 1816, Department of Economics, University of Missouri, revised Feb 2019.

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    More about this item

    Keywords

    Bernstein-von Mises theorem; convexity; first-order stochastic dominance; limit experiment; nonstandard inference;
    All these keywords.

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General

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