Multivariate truncated moments (Q391583): Difference between revisions

@@ Property / author @@
-Juan C. Arismendi
@@ Property / author: Juan C. Arismendi / rank @@
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@@ Property / author @@
+Juan C. Arismendi
@@ Property / author: Juan C. Arismendi / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2013.01.007
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@@ Property / OpenAlex ID @@
+W2010934254
@@ Property / OpenAlex ID: W2010934254 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal
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+The nontruncated marginal of a truncated bivariate normal distribution
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+A class of consistent tests for exponentiality based on the empirical Laplace transform
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+ESTIMATING PARAMETERS IN TRUNCATED PEARSON FREQUENCY DISTRIBUTIONS WITHOUT RESORT TO HIGHER MOMENTS
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+Recurrence relations for the moments of truncated multinormal distribution
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+Asymmetric multivariate normal mixture GARCH
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+Some results on the multivariate truncated normal distribution
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+Moments of truncated student-\(t\) distribution
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+Multivariate skewness and kurtosis measures with an application in ICA
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+Estimation of Relationships for Limited Dependent Variables
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