Skilled mutual fund selection : false discovery control under dependence
Lijia Wang, Xu Han, and Xin Tong
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Lijia ; Han, Xu ; Tong, Xing |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 2, p. 578-592
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| Subject: | Approximate empirical Bayes | Dependence | Large scale multiple testing | Mixture model | Mutual fund | Investmentfonds | Investment Fund | Theorie | Theory | Statistischer Test | Statistical test | Portfolio-Management | Portfolio selection | Bayes-Statistik | Bayesian inference | Bootstrap-Verfahren | Bootstrap approach | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2044337 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448373