Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market-Reference-Cited by-同舟云学术

Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market

Published:2003-07 Issue:3 Volume:63 Page:249-257
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Lien Donald,Balakrishnan N.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference10 articles.

1. A First Course in Order Statistics;Arnold,1992

2. Moments of order statistics from a normal population;Bose;Biometrika,1959

3. Order Statistics;David,1981

4. The hedging performance of the new futures markets;Ederington;J. Finance,1979

5. Can speculators forecast prices;Houthakker;Rev. Econom. Statist.,1957

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3. Statistical Methods in Inventory Effect and Analysis;Wiley StatsRef: Statistics Reference Online;2014-09-29

4. Parameter and quantile estimation for the three-parameter lognormal distribution based on statistics invariant to unknown location;Journal of Statistical Computation and Simulation;2013-09

5. Statistical Methods in Inventory Effect and Analysis;Encyclopedia of Statistical Sciences;2011-01-14