Moments of truncated student-\(t\) distribution

DOI10.1016/j.jkss.2007.06.001zbMath1176.60010OpenAlexW2035608307MaRDI QIDQ1031782

Hea-Jung Kim

Publication date: 30 October 2009

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2007.06.001

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Laplace transform (44A10)

Related Items (16)

Influence diagnostics for Student-tcensored linear regression models ⋮ Moments of truncated normal/independent distributions ⋮ Multivariate truncated moments ⋮ Small response estimation when parameter sign is known ⋮ On moments of truncated multivariate normal/independent distributions ⋮ Convergence rates for MCMC algorithms for a robust Bayesian binary regression model ⋮ Some results on the truncated multivariate \(t\) distribution ⋮ Flexible regression modeling for censored data based on mixtures of Student-\(t\) distributions ⋮ Generalized Point Estimation with Application to Small Response Estimation ⋮ Linear censored regression models with scale mixtures of normal distributions ⋮ Elliptical regression models for multivariate sample-selection bias correction ⋮ Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach ⋮ On bilateral selection \(t\) model and its application to inequality constrained problems ⋮ A non-iterative Bayesian sampling algorithm for censored Student-tlinear regression models ⋮ Valid properties of truncated Student-\(t\) regression model with applications in analysis of censored data ⋮ Moments of truncated scale mixtures of skew-normal distributions

Cites Work

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• Estimation of parameters of doubly truncated normal distribution from first four sample moments
• Using the singly truncated normal distribution to analyze satellite data
• On Estimating the Parameter of a Doubly Truncated Binomial Distribution

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