Title of article
Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market
Author/Authors
Donald Lien، نويسنده , , N. Balakrishnan، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2003
Pages
9
From page
249
To page
257
Keywords
Order statistics , Conditional correlation analysis , Inventory e&ects , Futures market , Bivariate normal distribution
Journal title
Statistics and Probability Letters
Serial Year
2003
Journal title
Statistics and Probability Letters
Record number
140099
Link To Document