Nath, Ravinder - In: Management Science 42 (1996) 1, pp. 138-141
This paper shows that the tests of skewness persistence considered by Muralidhar (Muralidhar, K. 1993. The bootstrap approach for testing skewness persistence. Management Sci. 39 487--491.) far exceed the true Type I error. That is, the probabilities of detecting an increase (decrease) in...