Bera, Anil K.; Ghosh, Aurobindo - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-20
-parametric regression method called Fractile Regression where we condition on the ranks of the covariate and compare it with existing … regression techniques. We apply this method to compare mutual fund inflow distributions after conditioning on ranks or fractiles …