On interval estimation of the coefficient of variation for the three-parameter Weibull, lognormal and gamma distribution: A simulation-based approach
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Bibliographic InfoArticle provided by Elsevier in its journal European Journal of Operational Research.
Volume (Year): 164 (2005)
Issue (Month): 2 (July)
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Web page: http://www.elsevier.com/locate/eor
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Kappenman, Russell F., 1985. "Estimation for the three-parameter Weibull, lognormal, and gamma distributions," Computational Statistics & Data Analysis, Elsevier, vol. 3(1), pages 11-23, May.
- Lawrence Fisher, 1959. "Determinants of Risk Premiums on Corporate Bonds," Journal of Political Economy, University of Chicago Press, vol. 67, pages 217.
- Pang, Wan-Kai & Hou, Shui-Hung & Yu, Bosco W. T. & Li, Ken W. K., 2004. "A simulation based approach to the parameter estimation for the three-parameter gamma distribution," European Journal of Operational Research, Elsevier, vol. 155(3), pages 675-682, June.
- Reh, Wolfgang & Scheffler, Bernard, 1996. "Significance tests and confidence intervals for coefficients of variation," Computational Statistics & Data Analysis, Elsevier, vol. 22(4), pages 449-452, August.
- Stelios H. Zanakis, 1979. "Extended Pattern Search with Transformations for the Three-Parameter Weibull MLE Problem," Management Science, INFORMS, vol. 25(11), pages 1149-1161, November.
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