Matches in SemOpenAlex for { <https://semopenalex.org/work/W3175728708> ?p ?o ?g. }
Showing items 1 to 72 of
72
with 100 items per page.
- W3175728708 abstract "Large-scale inference has become increasingly popular in financial economics. I explore an empirical Bayes approach to large-scale multiple testing. The proposed approach bases its inference on the posterior probability that the null is true given the observed data. It provides a convenient way to establish data-driven $t$-stat hurdles associated with a prespecified false discovery rate or a weighted combination of the false discovery rate and false nondiscovery rate. Applying the method to meta-analysis of market anomalies, the factor zoo that is characterized by both multiple testing and p-hacking, and fund performance evaluation, I show that appropriate t-hurdles need to be raised substantially." @default.
- W3175728708 created "2021-07-05" @default.
- W3175728708 creator A5047861092 @default.
- W3175728708 date "2021-01-01" @default.
- W3175728708 modified "2023-10-17" @default.
- W3175728708 title "Efficient Detection in Large-Scale Testing" @default.
- W3175728708 cites W1596515083 @default.
- W3175728708 cites W1824047490 @default.
- W3175728708 cites W2074089196 @default.
- W3175728708 cites W2091841926 @default.
- W3175728708 cites W2101597283 @default.
- W3175728708 cites W2105381419 @default.
- W3175728708 cites W2115012618 @default.
- W3175728708 cites W2118989259 @default.
- W3175728708 cites W2125905177 @default.
- W3175728708 cites W2134696273 @default.
- W3175728708 cites W2136120210 @default.
- W3175728708 cites W2141660903 @default.
- W3175728708 cites W2151353604 @default.
- W3175728708 cites W2182051792 @default.
- W3175728708 cites W2335609350 @default.
- W3175728708 cites W2559831142 @default.
- W3175728708 cites W2579199835 @default.
- W3175728708 cites W2944091614 @default.
- W3175728708 cites W2964125295 @default.
- W3175728708 cites W2991274355 @default.
- W3175728708 cites W2996972963 @default.
- W3175728708 cites W3004991387 @default.
- W3175728708 cites W3022326679 @default.
- W3175728708 cites W3122244089 @default.
- W3175728708 cites W3122935760 @default.
- W3175728708 cites W3123102296 @default.
- W3175728708 cites W3123267500 @default.
- W3175728708 cites W3123573490 @default.
- W3175728708 cites W3124431622 @default.
- W3175728708 cites W3125206904 @default.
- W3175728708 cites W3125317135 @default.
- W3175728708 cites W4211134865 @default.
- W3175728708 cites W4211170237 @default.
- W3175728708 cites W4237239309 @default.
- W3175728708 doi "https://doi.org/10.2139/ssrn.3866076" @default.
- W3175728708 hasPublicationYear "2021" @default.
- W3175728708 type Work @default.
- W3175728708 sameAs 3175728708 @default.
- W3175728708 citedByCount "0" @default.
- W3175728708 crossrefType "journal-article" @default.
- W3175728708 hasAuthorship W3175728708A5047861092 @default.
- W3175728708 hasConcept C205649164 @default.
- W3175728708 hasConcept C2778755073 @default.
- W3175728708 hasConcept C41008148 @default.
- W3175728708 hasConcept C58640448 @default.
- W3175728708 hasConceptScore W3175728708C205649164 @default.
- W3175728708 hasConceptScore W3175728708C2778755073 @default.
- W3175728708 hasConceptScore W3175728708C41008148 @default.
- W3175728708 hasConceptScore W3175728708C58640448 @default.
- W3175728708 hasLocation W31757287081 @default.
- W3175728708 hasOpenAccess W3175728708 @default.
- W3175728708 hasPrimaryLocation W31757287081 @default.
- W3175728708 hasRelatedWork W2096946506 @default.
- W3175728708 hasRelatedWork W2130043461 @default.
- W3175728708 hasRelatedWork W2350741829 @default.
- W3175728708 hasRelatedWork W2358668433 @default.
- W3175728708 hasRelatedWork W2376932109 @default.
- W3175728708 hasRelatedWork W2382290278 @default.
- W3175728708 hasRelatedWork W2390279801 @default.
- W3175728708 hasRelatedWork W2748952813 @default.
- W3175728708 hasRelatedWork W2899084033 @default.
- W3175728708 hasRelatedWork W3004735627 @default.
- W3175728708 isParatext "false" @default.
- W3175728708 isRetracted "false" @default.
- W3175728708 magId "3175728708" @default.
- W3175728708 workType "article" @default.