Moments of ordered bivariate log-normal distributions
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Publication:899730
DOI10.1016/0165-1765(86)90077-7zbMATH Open1328.91290OpenAlexW2050388065WikidataQ126844286 ScholiaQ126844286MaRDI QIDQ899730FDOQ899730
Authors: Da-Hsiang Donald Lien 
Publication date: 1 January 2016
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(86)90077-7
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Cites Work
Cited In (10)
- On the minimum and maximum of bivariate lognormal random variables
- Explicit expressions for moments of log normal order statistics
- Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
- Moments and properties of multiplicatively constrained bivariate lognormal distributions with applications to futures hedging
- Distribution of linear functions from ordered bivariate log-normal distribution
- Regularly varying random fields
- Two Moments of the Logitnormal Distribution
- A Truncated Bivariate t Distribution
- Cross moments of extreme observai ions from a multtvariate lognormal distribution
- A property of coefficients of variation for ordered bivariate log-normal variables
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