Moments of truncated normal/independent distributions

DOI10.1007/S00362-012-0459-9zbMath1307.62026OpenAlexW2030164495MaRDI QIDQ2392697

Ali İ. Genç

Publication date: 2 August 2013

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-012-0459-9

zbMATH Keywords

truncated contaminated normal distributiontruncated double exponential distributiontruncated Pearson type VII distributiontruncated slash distributiontruncated variance gamma distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

Related Items (9)

Influence diagnostics for Student-tcensored linear regression models ⋮ On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions ⋮ On moments of truncated multivariate normal/independent distributions ⋮ Lower confidence bounds as precision measure for truncated processes ⋮ Bayesian analysis of censored linear regression models with scale mixtures of normal distributions ⋮ On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations ⋮ Linear censored regression models with scale mixtures of normal distributions ⋮ 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

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On ranking and selection from independent truncated normal distributions
• Errors of misclassification in discrimination with data from truncated \(t\) populations
• A note on inference for \(P(X<Y)\) for right truncated exponentially distributed data
• Testing for ellipsoidal symmetry: a comparison study
• Some truncated distributions
• Moments of truncated student-\(t\) distribution
• Exact percentage points for the Kolmogorov test on truncated versions of known continuous distributions with unknown truncation parameters
• Bayesian estimation for the Pareto income distribution
• Testing for elliptical symmetry in covariance matrix based analyses.
• Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models
• Estimating a positive normal mean
• Estimation of parameters of doubly truncated normal distribution from first four sample moments
• Coherent Measures of Risk
• Bayesian Robust Multivariate Linear Regression With Incomplete Data
• Properties of doubly-truncated gamma variables
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Robust Linear Mixed Models with Normal/Independent Distributions and Bayesian MCMC Implementation
• Tail Conditional Expectations for Elliptical Distributions

This page was built for publication: Moments of truncated normal/independent distributions