Add to ORKGThis paper was also published in Economic Letters.The relations between the first two moments of multivariate normal random variables with some components truncated are found. Simple instrumental variable estimators are available. The analysis extends results of Amemiya, Sickles and Schmidt
International audienceIn this paper we derive an expression of the mth order moments and some weight...
International audienceIn this paper we derive an expression of the mth order moments and some weight...
International audienceIn this paper we derive an expression of the mth order moments and some weight...
Recurrence relations for integrals that involve the density of multivariate normal distributions are...
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...
In this work we have considered the problem of finding the moments of a doubly truncated member of t...
Multivariate normal distribution with various forms of covariate structure are extensively used in t...
Truncated distributions commonly arise in economics and related areas, see, for example, Lee (Econ L...
AbstractThis note formalizes some analytical results on the n-dimensional multivariate truncated nor...
In various fields of science, such as biology, economics and medicine, scientific data frequently fo...
International audienceIn this paper we derive an expression of the m$^{th}$ order moments and some w...
International audienceIn this paper we derive an expression of the m$^{th}$ order moments and some w...
International audienceIn this paper we derive an expression of the m$^{th}$ order moments and some w...
International audienceIn this paper we derive an expression of the m$^{th}$ order moments and some w...
International audienceIn this paper we derive an expression of the mth order moments and some weight...
International audienceIn this paper we derive an expression of the mth order moments and some weight...
International audienceIn this paper we derive an expression of the mth order moments and some weight...
Recurrence relations for integrals that involve the density of multivariate normal distributions are...
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...
In this work we have considered the problem of finding the moments of a doubly truncated member of t...
Multivariate normal distribution with various forms of covariate structure are extensively used in t...
Truncated distributions commonly arise in economics and related areas, see, for example, Lee (Econ L...
AbstractThis note formalizes some analytical results on the n-dimensional multivariate truncated nor...
In various fields of science, such as biology, economics and medicine, scientific data frequently fo...
International audienceIn this paper we derive an expression of the m$^{th}$ order moments and some w...
International audienceIn this paper we derive an expression of the m$^{th}$ order moments and some w...
International audienceIn this paper we derive an expression of the m$^{th}$ order moments and some w...
International audienceIn this paper we derive an expression of the m$^{th}$ order moments and some w...
International audienceIn this paper we derive an expression of the mth order moments and some weight...
International audienceIn this paper we derive an expression of the mth order moments and some weight...
International audienceIn this paper we derive an expression of the mth order moments and some weight...