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Bootstrap Methods: Another Look at the Jackknife

We discuss the following problem: given a random sample $\\mathbf{X} = (X_1, X_2, \\cdots, X_n)$ from an unknown probability distribution $F$, estimate the sampling distribution...

1979 The Annals of Statistics 16966 citations

On Persistence in Mutual Fund Performance

ABSTRACT Using a sample free of survivor bias, I demonstrate that common factors in stock returns and investment expenses almost completely explain persistence in equity mutual ...

1997 The Journal of Finance 16548 citations

Social Network Analysis

Social network analysis is used widely in the social and behavioral sciences, as well as in economics, marketing, and industrial engineering. The social network perspective focu...

1994 Cambridge University Press eBooks 16529 citations