{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2024:YKWXC4V4QGBURDPE2GY2CUW2FM","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"866b9406740f48ef31dc4323ab122326b94c8e6d7680568b466bf22e6b611e3d","cross_cats_sorted":[],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"stat.ME","submitted_at":"2024-11-21T10:57:43Z","title_canon_sha256":"814af93d3563d9ac5a2be9cf6a8e452625dfe2ec03e40573f1faf7e9a4f7735f"},"schema_version":"1.0","source":{"id":"2411.14016","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2411.14016","created_at":"2026-07-05T09:38:40Z"},{"alias_kind":"arxiv_version","alias_value":"2411.14016v1","created_at":"2026-07-05T09:38:40Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2411.14016","created_at":"2026-07-05T09:38:40Z"},{"alias_kind":"pith_short_12","alias_value":"YKWXC4V4QGBU","created_at":"2026-07-05T09:38:40Z"},{"alias_kind":"pith_short_16","alias_value":"YKWXC4V4QGBURDPE","created_at":"2026-07-05T09:38:40Z"},{"alias_kind":"pith_short_8","alias_value":"YKWXC4V4","created_at":"2026-07-05T09:38:40Z"}],"graph_snapshots":[{"event_id":"sha256:35beee197a652d1df369ddc30f0333dc2d0dbd025adf7528b2f0c60525001eb7","target":"graph","created_at":"2026-07-05T09:38:40Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/2411.14016/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"In this article, we address the challenge of identifying skilled mutual funds among a large pool of candidates, utilizing the linear factor pricing model. Assuming observable factors with a weak correlation structure for the idiosyncratic error, we propose a spatial-sign based multiple testing procedure (SS-BH). When latent factors are present, we first extract them using the elliptical principle component method (He et al. 2022) and then propose a factor-adjusted spatial-sign based multiple testing procedure (FSS-BH). Simulation studies demonstrate that our proposed FSS-BH procedure performs ","authors_text":"Hongfei Wang, Long Feng, Ping Zhao, Zhaojun Wang","cross_cats":[],"headline":"","license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"stat.ME","submitted_at":"2024-11-21T10:57:43Z","title":"Robust Mutual Fund Selection with False Discovery Rate Control"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2411.14016","kind":"arxiv","version":1},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:c09bab9b12c6ed4d2300bac9cb8c98347488f72e7fdaaeb0095517249fcb7fe3","target":"record","created_at":"2026-07-05T09:38:40Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"866b9406740f48ef31dc4323ab122326b94c8e6d7680568b466bf22e6b611e3d","cross_cats_sorted":[],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"stat.ME","submitted_at":"2024-11-21T10:57:43Z","title_canon_sha256":"814af93d3563d9ac5a2be9cf6a8e452625dfe2ec03e40573f1faf7e9a4f7735f"},"schema_version":"1.0","source":{"id":"2411.14016","kind":"arxiv","version":1}},"canonical_sha256":"c2ad7172bc8183488de4d1b1a152da2b36fe230173973e112ad5ce1b3c1547c3","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"c2ad7172bc8183488de4d1b1a152da2b36fe230173973e112ad5ce1b3c1547c3","first_computed_at":"2026-07-05T09:38:40.410876Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T09:38:40.410876Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"sUAeuf86y6ITO6qs7HLg7oY7ehfcmHAABEiAR61FTiRQpebXpMI4RRDj6hXsgtnuWKkZUAzn/jMAFMwB6LMGDw==","signature_status":"signed_v1","signed_at":"2026-07-05T09:38:40.411370Z","signed_message":"canonical_sha256_bytes"},"source_id":"2411.14016","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:c09bab9b12c6ed4d2300bac9cb8c98347488f72e7fdaaeb0095517249fcb7fe3","sha256:35beee197a652d1df369ddc30f0333dc2d0dbd025adf7528b2f0c60525001eb7"],"state_sha256":"f85dae5c3e99c71cafa8af8cfe0c7cb36bc667bcc5c2da767f455c480cf1c27d"}