Muralidhar, Krishnamurty - In: Management Science 39 (1993) 4, pp. 487-491
bootstrap method. A Monte Carlo simulation experiment was conducted to compare the effectiveness of the bootstrap method with … the method suggested by Lau, Wingender and Lau (1989) to test skewness persistence. The results show the bootstrap method … to be more powerful than the other method. The bootstrap method was also used to determine the persistence of skewness in …