Moments and random number generation for the truncated elliptical family of distributions

DOI10.48550/arXiv.2112.09319zbMath1505.62406arXiv2112.09319OpenAlexW4313595274MaRDI QIDQ107352

Christian E. Galarza, Katherine A. L. Valeriano, Larissa A. Matos, Christian E. Galarza, Larissa A. Matos

Publication date: 17 December 2021

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.09319

zbMATH Keywords

elliptical distributionstruncated momentstruncated distributionsslice sampling algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory of statistical distributions (62E10) Random number generation in numerical analysis (65C10)

Related Items

On moments of truncated multivariate normal/independent distributions

Uses Software

• R
• Yacas
• tmvtnorm
• MCMCglmm
• tlmec
• optimx
• BRENT
• Ryacas
• MomTrunc
• armspp
• TTmoment
• ARpLMEC
• RcppCensSpatial

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