The following pages link to Multivariate truncated moments (Q391583):
Displaying 14 items.
- An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (Q311650) (← links)
- A dynamic view to moment matching of truncated distributions (Q491701) (← links)
- A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation (Q2022559) (← links)
- Orthant-based variance decomposition in investment portfolios (Q2030706) (← links)
- Valid properties of truncated Student-\(t\) regression model with applications in analysis of censored data (Q2077456) (← links)
- Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution (Q2078582) (← links)
- Some properties of the unified skew-normal distribution (Q2122825) (← links)
- Inference in the growth curve model under multivariate skew normal distribution (Q2188754) (← links)
- On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations (Q2230659) (← links)
- New results on truncated elliptical distributions (Q2231571) (← links)
- On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (Q2306273) (← links)
- Multivariate elliptical truncated moments (Q2397126) (← links)
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
- Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions (Q6077261) (← links)
