[R] bootstrapping of skewness-adjusted t-statistics
fabian.braemisch at gmx.de
Tue Nov 18 18:44:54 CET 2008
i am relatively new to R. I searched all relevant CRAN taks views, in
particular finance and time series but could not find any package that
covers a function for bootstrapping skewness-adjusted t-statistics (Johnson
1978). Did I miss something? any help is highly appreciated.
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