Fractile graphical analysis in finance: A new perspective with applications

Fractile graphical analysis in finance: A new perspective with applications

Fractile Graphical Analysis (FGA) was proposed by Prasanta Chandra Mahalanobis in 1961 as a method for comparing two distributions at two different points (of time or space) controlling for the rank of a covariate through fractile groups. We use bootstrap techniques to formalize the heuristic method...

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書目詳細資料
Main Authors:	BERA, Anil K., GHOSH, Aurobindo
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2022
主題:	non-parametric regression Fractile Graphical Analysis rank regression quantile regression smooth test F-tests bootstrap tests mutual fund returns private equity returns Finance and Financial Management
在線閱讀:	https://ink.library.smu.edu.sg/lkcsb_research/7196 https://ink.library.smu.edu.sg/context/lkcsb_research/article/8195/viewcontent/jrfm_15_00412_v2.pdf
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機構:	Singapore Management University
語言:	English

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