Some results on the multivariate truncated normal distribution

Cites Work

The multivariate normal distribution
On ranking and selection from independent truncated normal distributions
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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Cited In (52)

An expectation conditional maximization Algorithm for the Skew-normal based stochastic frontier model
Model Calibration With Censored Data
Extensions of Stein's Lemma for the Skew-Normal Distribution
Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
Bayesian threshold regression model with random effects for recurrent events
A new multivariate t distribution with variant tail weights and its application in robust regression analysis
Some analytical results on bivariate stable distributions with an application in operational risk
Fitting monotone polynomials in mixed effects models
Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions
Box-Cox elliptical distributions with application
Independence properties of the truncated multivariate elliptical distributions
Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution
New results on truncated elliptical distributions
Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities
Models for Bounded Systems with Continuous Dynamics
A Probit Latent Class Model with General Correlation Structures for Evaluating Accuracy of Diagnostic Tests
A Bayesian finite element model updating with combined normal and lognormal probability distributions using modal measurements
Probabilistic Abstract Interpretation of Imperative Programs using Truncated Normal Distributions
Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
Using Copulas to Model Time Dependence in Stochastic Frontier Models
Orthant-based variance decomposition in investment portfolios
Model-based clustering of censored data via mixtures of factor analyzers
On moments of truncated multivariate normal/independent distributions
Multivariate truncated moments
Estimating a graphical intra-class correlation coefficient (GICC) using multivariate probit-linear mixed models
Some properties of the unified skew-normal distribution
Selection-Corrected Statistical Inference for Region Detection With High-Throughput Assays
Gaussian process modeling with inequality constraints
The perfect marriage and much more: combining dimension reduction, distance measures and covariance
SGR modeling of correlational effects in fake good self-report measures
A closed-form filter for binary time series
A perturbative approach to the reconstruction of the eigenvalue spectrum of a normal covariance matrix from a spherically truncated counterpart
Adaptive stochastic gradient descent for optimal control of parabolic equations with random parameters
A class of rectangle-screened multivariate normal distributions and its applications
Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints
EM algorithm of the truncated multinormal distribution with linear restriction on the variables
Some notes on extremal discriminant analysis
Stochastic comparison of multivariate conditionally dependent mixtures
Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors
Title not available (Why is that?)
Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results
Truncated linear estimation of a bounded multivariate normal mean
condTruncMVN
On ranking and selection from independent truncated normal distributions
Endogeneity in stochastic frontier models
Some results on the truncated multivariate \(t\) distribution
Maximum likelihood estimation of stochastic frontier models with endogeneity
On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation
Efficient algorithms for generating truncated multivariate normal distributions
Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution
A note on simulating hyperplane-truncated multivariate normal distributions
An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals

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