Technical note: Longitudinal performance stratification -- an iterative Kolmogorov-Smirnov approach

DOI10.1287/MNSC.46.5.685.12046MaRDI QIDQ3116757zbMATH OpenOpenAlexFDO

Authors Timothy W. Ruefli, Robert R. Wiggins

Publication date 12 February 2012

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.46.5.685.12046

zbMATH Keywords

cluster analysismutual fundsperformancestratification

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05)

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Cited in

(1)

• Nonparametric Bayesian multiple testing for longitudinal performance stratification

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