A Truncated Bivariate t Distribution

DOI10.1515/EQC.2007.303MaRDI QIDQ3526963zbMATH OpenOpenAlexFDO

Authors Saralees Nadarajah

Publication date 25 September 2008

Published in Economic Quality Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/eqc.2007.303

zbMATH Keywords

bivariate \(t\) distributionheavy tailsmomentstruncated bivariate \(t\) distribution

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Multivariate distribution of statistics (62H10)

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Cites work

• Bayes inference in the Tobit censored regression model
• Copula credibility for aggregate loss models
• Markov-normal analysis of iterative simulations before their convergence
• Moments of ordered bivariate log-normal distributions
• Moments on truncated bivariate log-normal distributions
• Monte Carlo evaluation of multivariate Student's t probabilities
• Portfolio Value-at-Risk with Heavy-Tailed Risk Factors
• Posterior inference on the degrees of freedom parameter in multivariate- t regression models
• Robust Bayesian inference in elliptical regression models

Cited in

(19)

• Some truncated distributions
• Moments of truncated student-t distribution
• On truncated bivariate discrete distributions: A unified treatment
• Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution
• New results on truncated elliptical distributions
• On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation
• On multivariate truncated generalized Cauchy distribution
• A truncated bivariate Cauchy distribution
• A truncated bivariate inverted Dirichlet distribution
• Sensitivity analysis of thet-distribution under truncated normal populations
• Multivariate truncated moments
• BIVARIATE DISTRIBUTION WITH TRUNCATED POISSON MARGINAL DISTRIBUTIONS
• scientific article; zbMATH DE number 2166524 (Why is no real title available?)
• A truncated Pearson type VII distribution
• Moments of the censored and truncated bivariate normal distribution
• scientific article; zbMATH DE number 5187617 (Why is no real title available?)
• Some results on the truncated multivariate \(t\) distribution
• Moments of doubly truncated multivariate normal mean-mixture distributions
• Some truncated bivariate distributions

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