| ID | 261944 |
| Title Proper | Effects of misspecification in estimating the percentiles of some Two - and Three- parameter distributions |
| Language | ENG |
| Author | Bai, Jun ; Institute of Social and Economic Research, Osaka University, Osaka ; Jakeman, Anthony J. ; McAleer, Michael |
| Summary / Abstract (Note) | Discussion Paper No. 196 |
| `In' analytical Note | Institute of Social and Economic Research, Osaka University, Osaka & Ikeda, Shinsuke: Arbitrage asset pricing under exchange risk. Osaka. Osaka University, Sept 1989. |
| Journal Source | Institute of Social and Economic Research, Osaka University, Osaka & Ikeda, Shinsuke: Arbitrage asset pricing under exchange risk. Osaka. Osaka University, Sept 1989. |
| Classification Number | ISER |
| Key Words | Scale parameter ; Gamma distribution ; Location parameter ; Weibull distribution ; Lognormal distribution ; Optimization |