New results on truncated elliptical distributions (Q2231571)
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scientific article; zbMATH DE number 7404675
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| English | New results on truncated elliptical distributions |
scientific article; zbMATH DE number 7404675 |
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New results on truncated elliptical distributions (English)
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30 September 2021
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A truncated elliptical distribution is an elliptical distribution \(\mathbf{W}\) conditioned by \(\{\mathbf{W}\in B\}\), where \(B\) is a measurable subset of \(\mathbb{R}^p\). The authors study their properties, in particular with respect to log-concavity and the MTP\(_2\) property.
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elliptical distribution
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log-concavity
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truncated distribution
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multivariate power exponential distribution
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multivariate slash distribution
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MTP\(_2\) property
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0.8617605
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0.8586408
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0.85863394
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0.8532613
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0.8488847
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0.8484721
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