AbstractThis note formalizes some analytical results on the n-dimensional multivariate truncated normal distribution where truncation is one-sided and at an arbitrary point. Results on linear transformations, marginal and conditional distributions, and independence are provided. Also, results on log-concavity, A-unimodality and the MTP2 property are derived
We derive formulae for the higher order tail moments of the lower truncated multivariate standard no...
Recurrence relations for integrals that involve the density of multivariate normal distributions are...
This 1992 paper appeared in 1995 in Statistics and Computing and the gist of it is contained in Mont...
The multivariate skew-normal distribution is useful for modeling departures from normality in data t...
Abstract Many statistical methods for truncated data rely on the independence assumption regarding t...
This article provides a mathematical approximation model of the general double-sided truncated norma...
Maximum likehood estimates of the parameters of a trivariate normal distribution, with single trunc...
Maximum likehood estimates of the parameters of a trivariate normal distribution, with single trunc...
Maximum likehood estimates of the parameters of a trivariate normal distribution, with single trunc...
Maximum likehood estimates of the parameters of a trivariate normal distribution, with single trunc...
Maximum likehood estimates of the parameters of a trivariate normal distribution, with single trunc...
Maximum likehood estimates of the parameters of a trivariate normal distribution, with single trunc...
This paper was also published in Economic Letters.The relations between the first two moments of mul...
This paper presents a set of Stata commands and Mata functions to evaluate di erent distributional q...
We derive formulae for the higher order tail moments of the lower truncated multivariate standard no...
We derive formulae for the higher order tail moments of the lower truncated multivariate standard no...
Recurrence relations for integrals that involve the density of multivariate normal distributions are...
This 1992 paper appeared in 1995 in Statistics and Computing and the gist of it is contained in Mont...
The multivariate skew-normal distribution is useful for modeling departures from normality in data t...
Abstract Many statistical methods for truncated data rely on the independence assumption regarding t...
This article provides a mathematical approximation model of the general double-sided truncated norma...
Maximum likehood estimates of the parameters of a trivariate normal distribution, with single trunc...
Maximum likehood estimates of the parameters of a trivariate normal distribution, with single trunc...
Maximum likehood estimates of the parameters of a trivariate normal distribution, with single trunc...
Maximum likehood estimates of the parameters of a trivariate normal distribution, with single trunc...
Maximum likehood estimates of the parameters of a trivariate normal distribution, with single trunc...
Maximum likehood estimates of the parameters of a trivariate normal distribution, with single trunc...
This paper was also published in Economic Letters.The relations between the first two moments of mul...
This paper presents a set of Stata commands and Mata functions to evaluate di erent distributional q...
We derive formulae for the higher order tail moments of the lower truncated multivariate standard no...
We derive formulae for the higher order tail moments of the lower truncated multivariate standard no...
Recurrence relations for integrals that involve the density of multivariate normal distributions are...
This 1992 paper appeared in 1995 in Statistics and Computing and the gist of it is contained in Mont...
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