Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors

DOI10.1214/11-AOAS512zbMath1235.91144arXiv1010.5223MaRDI QIDQ2428740

Nicholas G. Polson, James G. Scott

Publication date: 20 April 2012

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.5223

zbMATH Keywords

multiple testing; sparsity; normal scale mixtures; corporate benchmarking; type-II beta distribution

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

91B82: Statistical methods; economic indices and measures

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Uses Software

• EBayesThresh

Cites Work

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