Last update: Sun Mar 31 03:10:35 MDT 2019
Top |
Symbols |
Math |
A |
B |
C |
D |
E |
F |
G |
H |
I |
J |
K |
L |
M |
N |
O |
P |
Q |
R |
S |
T |
U |
V |
W |
X |
Y |
Z
BibTeX entry
@Article{Lien:2003:CCA,
author = "Donald Lien and N. Balakrishnan",
title = "Conditional correlation analysis of order statistics
from bivariate normal distribution with an application
to evaluating inventory effects in futures market",
journal = j-STAT-PROB-LETT,
volume = "63",
number = "3",
pages = "249--257",
day = "1",
month = jul,
year = "2003",
CODEN = "SPLTDC",
ISSN = "0167-7152 (print), 1879-2103 (electronic)",
ISSN-L = "0167-7152",
bibdate = "Sun Jun 1 11:16:41 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/statproblett2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0167715203000890",
acknowledgement = ack-nhfb,
fjournal = "Statistics \& Probability Letters",
journal-URL = "http://www.sciencedirect.com/science/journal/01677152",
}
Related entries
- analysis,
46(1)69,
47(4)317,
47(4)357,
48(1)33,
48(2)131,
48(2)153,
48(4)353,
52(1)21,
53(1)37,
54(2)147,
55(1)29,
55(1)83,
58(3)309,
59(2)135,
59(2)169,
63(3)307,
64(4)335,
65(1)7,
65(1)65,
66(2)135,
69(3)243,
71(1)23,
73(3)287,
75(2)103,
76(5)470,
76(6)571,
76(13)1348,
76(13)1356,
76(17)1925,
77(2)211,
77(5)497,
77(12)1165,
77(12)1300,
77(14)1515,
78(14)2210,
78(16)2647,
79(2)173,
79(23)2389
- application,
46(2)203,
46(4)347,
47(2)171,
48(1)59,
48(2)195,
48(4)369,
49(4)393,
51(1)63,
51(4)397,
52(3)249,
53(1)101,
53(4)363,
54(4)449,
55(2)181,
55(4)413,
57(2)133,
57(2)157,
57(2)171,
57(3)215,
58(2)185,
58(3)253,
58(4)381,
61(4)439,
62(1)79,
62(3)223,
64(4)335,
64(4)381,
65(4)379,
66(2)105,
66(2)117,
67(2)111,
67(3)257,
68(2)149,
68(4)369,
69(1)1,
70(1)37,
71(1)33,
71(4)383,
74(2)129,
76(1)58,
76(6)634,
76(14)1503,
76(17)1914,
77(3)231,
77(6)614,
77(7)740,
77(12)1339,
78(6)794,
78(6)824,
78(10)1161,
78(12)1375,
78(12)1397,
78(13)1933,
78(15)2275,
78(15)2361,
78(16)2725,
78(17)3040,
78(18)3274,
78(18)3344,
79(1)44,
79(5)619,
79(6)814,
79(7)907,
79(9)1260,
79(12)1429,
79(12)1444,
79(14)1637,
79(20)2182,
79(20)2189,
80(9)910
- Balakrishnan, N.,
54(3)301,
55(4)339,
57(2)193,
60(4)359,
63(4)435,
64(1)69,
64(4)407,
68(4)395,
68(4)415,
72(1)51,
75(3)190,
76(5)537,
76(14)1488,
77(4)468,
78(3)301,
78(6)616,
78(10)1236,
78(13)1722,
78(13)1955,
78(15)2346,
78(16)2781,
78(17)2971,
79(1)29,
79(5)566,
79(8)1008,
79(10)1311,
79(13)1548,
79(15)1717,
79(16)1759,
79(17)1847,
79(19)2037,
79(21)2289
- bivariate,
46(1)1,
46(4)359,
47(1)75,
47(4)391,
48(2)195,
52(3)233,
53(3)325,
54(3)277,
54(4)373,
56(1)37,
56(2)163,
56(4)439,
57(1)91,
58(1)97,
59(1)83,
59(4)341,
60(2)231,
60(3)265,
60(3)313,
61(2)191,
62(4)407,
63(1)25,
64(1)1,
65(1)1,
66(3)315,
69(2)117,
76(5)439,
76(5)488,
76(10)1047,
77(11)1061,
78(2)127,
78(9)1101,
78(10)1168,
78(10)1174,
78(12)1349,
78(13)1857,
78(15)2371,
78(15)2440,
78(16)2578,
78(18)3350,
79(8)999,
79(14)1596,
79(16)1789,
79(23)2437
- conditional,
46(1)75,
46(4)371,
47(1)99,
49(3)299,
49(4)355,
50(2)193,
50(4)343,
50(4)397,
51(4)361,
53(1)67,
55(3)301,
55(4)353,
58(2)131,
58(3)287,
60(1)69,
65(2)79,
66(1)19,
66(2)117,
66(3)327,
67(2)141,
67(3)257,
68(3)209,
70(4)263,
72(2)103,
73(1)1,
73(1)25,
74(2)151,
76(4)353,
76(6)579,
76(10)1075,
76(13)1323,
76(16)1775,
76(17)1882,
77(13)1428,
78(2)179,
78(6)739,
78(7)915,
78(7)927,
78(12)1480,
78(13)1922,
78(13)1990,
78(16)2725,
78(18)3249,
78(18)3262,
79(7)907,
79(8)1008,
79(8)1065,
79(9)1260,
79(15)1674
- correlation,
47(2)129,
47(3)213,
50(2)179,
51(1)9,
57(1)91,
62(4)361,
69(3)299,
72(1)71,
73(3)287,
73(3)315,
76(4)369,
76(13)1410,
77(6)588,
77(10)964,
77(10)995,
77(17)1652,
77(18)1722,
78(9)1072,
78(12)1560,
78(13)1971,
78(14)2210,
78(17)2876,
78(18)3344,
78(18)3381,
79(6)780,
79(15)1684
- effect,
47(4)347,
49(3)277,
50(2)165,
51(4)409,
54(1)5,
56(4)431,
61(3)225,
62(3)223,
63(1)1,
64(1)105,
64(4)415,
69(2)151,
73(4)433,
75(2)77,
76(5)470,
76(6)597,
76(16)1800,
76(17)1889,
77(2)142,
77(5)514,
77(9)901,
77(12)1385,
78(2)144,
78(15)2321,
78(15)2366,
78(16)2720,
78(17)2957,
78(18)3145,
78(18)3304,
79(1)16,
79(4)537,
79(10)1358,
79(22)2343
- future,
50(1)89,
78(13)1955,
79(7)977
- market,
68(1)1,
70(3)211,
77(3)256,
77(6)607,
77(11)1070,
78(4)426,
79(14)1602
- normal,
48(1)83,
48(2)121,
48(2)141,
48(4)353,
49(3)225,
49(4)355,
50(4)323,
51(1)47,
51(3)277,
52(1)109,
52(2)125,
52(3)289,
52(4)427,
53(4)409,
54(1)1,
54(2)215,
57(1)91,
57(1)111,
58(4)327,
59(3)307,
63(2)197,
64(4)407,
64(4)415,
65(3)269,
66(2)117,
67(3)257,
68(1)27,
69(4)431,
71(3)225,
73(1)1,
73(3)271,
74(3)253,
76(1)83,
76(5)479,
77(1)95,
77(12)1312,
77(17)1652,
78(2)127,
78(4)405,
78(4)420,
78(5)557,
78(9)1094,
78(13)1694,
78(13)1826,
78(14)2006,
78(15)2408,
79(2)215,
79(3)375,
79(8)1004,
79(15)1655,
79(21)2289,
83(8)1937
- order,
46(3)257,
47(3)287,
48(2)195,
49(2)205,
49(3)277,
50(2)121,
51(2)111,
51(4)389,
52(2)207,
52(3)313,
53(2)113,
53(4)409,
54(1)21,
54(1)79,
54(3)243,
54(3)301,
55(2)181,
57(1)23,
57(2)113,
57(4)301,
58(1)93,
58(4)381,
58(4)413,
59(1)29,
59(4)397,
60(2)141,
60(4)359,
63(2)123,
63(2)197,
63(3)295,
63(3)315,
63(4)435,
64(2)113,
64(4)393,
65(3)165,
66(3)355,
68(1)83,
69(4)389,
70(4)235,
72(2)163,
73(3)207,
73(3)219,
73(4)357,
76(1)35,
76(1)58,
76(3)231,
76(6)587,
76(6)597,
76(7)703,
76(10)1017,
76(13)1335,
76(13)1385,
76(13)1410,
76(17)1855,
77(2)131,
77(5)525,
77(9)901,
77(11)1133,
77(12)1312,
77(12)1339,
78(2)196,
78(3)301,
78(5)463,
78(6)616,
78(12)1412,
78(12)1577,
78(16)2787,
78(17)3008,
78(17)3075,
78(18)3139,
78(18)3184,
78(18)3312,
78(18)3350,
78(18)3381,
79(1)55,
79(2)155,
79(3)396,
79(4)553,
79(7)977,
79(8)1031,
79(9)1252,
79(12)1450,
79(12)1488,
79(17)1823,
79(17)1847,
79(19)2086,
79(21)2289