eAbstract This paper discusses results concerning multivariate normal distributions that are subject to truncation by a hyperplane and how such results can be applied to uncertainty analysis in the environmental sciences. We present a suite of results concerning truncated multivariate normal distributions, some of which already appear in the mathematical literature. The focus here is to make these types of results more accessible to the environmental science community and to this end we include a conceptually simple alternative derivation of an important result. We illustrate how the theory of truncated multivariate normal distributions can be employed in the environmental sciences by means of an example from the economics of climate change...
The multivariate skew-normal distribution is useful for modeling departures from normality in data t...
Several parametric families of multivariate extreme value distributions (Hüsler and Reiss 1989, Tawn...
It may sometimes be desirable to introduce bounds into probability distributions to formalise the pr...
This paper discusses results concerning multivariate normal distributions that are subject to trunca...
The inverse distribution function method for drawing randomly from normal and truncated normal distr...
This 1992 paper appeared in 1995 in Statistics and Computing and the gist of it is contained in Mont...
This book presents new findings on nonregular statistical estimation. Unlike other books on this top...
Abstract Many statistical methods for truncated data rely on the independence assumption regarding t...
Expectations of linear functions with respect to truncated multinormal distributions, with applicati...
International audienceGenerating multivariate normal distributions is widely used in various fields,...
AbstractThis note formalizes some analytical results on the n-dimensional multivariate truncated nor...
This thesis deals with truncated distributions. Firstly, the case of the truncated normal distributi...
A broad spectrum of flexible univariate and multivariate models can be constructed by using a hidden...
International audienceStatistical researchers have shown increasing interest in generating condition...
Compositional data, which is data consisting of fractions or probabilities, is common in many fields...
The multivariate skew-normal distribution is useful for modeling departures from normality in data t...
Several parametric families of multivariate extreme value distributions (Hüsler and Reiss 1989, Tawn...
It may sometimes be desirable to introduce bounds into probability distributions to formalise the pr...
This paper discusses results concerning multivariate normal distributions that are subject to trunca...
The inverse distribution function method for drawing randomly from normal and truncated normal distr...
This 1992 paper appeared in 1995 in Statistics and Computing and the gist of it is contained in Mont...
This book presents new findings on nonregular statistical estimation. Unlike other books on this top...
Abstract Many statistical methods for truncated data rely on the independence assumption regarding t...
Expectations of linear functions with respect to truncated multinormal distributions, with applicati...
International audienceGenerating multivariate normal distributions is widely used in various fields,...
AbstractThis note formalizes some analytical results on the n-dimensional multivariate truncated nor...
This thesis deals with truncated distributions. Firstly, the case of the truncated normal distributi...
A broad spectrum of flexible univariate and multivariate models can be constructed by using a hidden...
International audienceStatistical researchers have shown increasing interest in generating condition...
Compositional data, which is data consisting of fractions or probabilities, is common in many fields...
The multivariate skew-normal distribution is useful for modeling departures from normality in data t...
Several parametric families of multivariate extreme value distributions (Hüsler and Reiss 1989, Tawn...
It may sometimes be desirable to introduce bounds into probability distributions to formalise the pr...