Skilled Mutual Fund Selection: False Discovery Control Under Dependence
From MaRDI portal
Publication:6149869
DOI10.1080/07350015.2022.2044337arXiv2106.08511MaRDI QIDQ6149869
No author found.
Publication date: 5 March 2024
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.08511
Cites Work
- Unnamed Item
- Unnamed Item
- Covariance regularization by thresholding
- The control of the false discovery rate in multiple testing under dependency.
- Some results on false discovery rate in stepwise multiple testing procedures.
- False discovery and false nondiscovery rates in single-step multiple testing procedures
- Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
- Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
- A Direct Approach to False Discovery Rates
- Operating Characteristics and Extensions of the False Discovery Rate Procedure
- How Many Good and Bad Funds are There, Really?
- FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control
- Correlation and Large-Scale Simultaneous Significance Testing
- Estimation of the False Discovery Proportion with Unknown Dependence
- Common risk factors in the returns on stocks and bonds
This page was built for publication: Skilled Mutual Fund Selection: False Discovery Control Under Dependence