Some results on the multivariate truncated normal distribution
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Publication:134685
DOI10.1016/j.jmva.2004.10.007zbMath1065.62098OpenAlexW2138429195MaRDI QIDQ134685
William C. Horrace, William C. Horrace
Publication date: May 2005
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://surface.syr.edu/cgi/viewcontent.cgi?article=1149&context=ecn
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
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- On ranking and selection from independent truncated normal distributions
- The multivariate normal distribution
- The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
- TRUNCATION IN TWO VARIATES TO MAXIMIZE A FUNCTION OF THE MEANS OF A NORMAL MULTIVARIATE DISTRIBUTION
- Elliptical and Radial Truncation in Normal Populations
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