Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution
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Publication:2078582
DOI10.1016/j.jmva.2021.104944OpenAlexW3045832428MaRDI QIDQ2078582
Christian E. Galarza, Larissa A. Matos, Victor Hugo Lachos, Luis Mauricio Castro
Publication date: 1 March 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.14980
Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05) Multivariate analysis (62Hxx)
Related Items (5)
Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions ⋮ Likelihood-based inference for the multivariate skew-\(t\) regression with censored or missing responses ⋮ On moments of truncated multivariate normal/independent distributions ⋮ Moments and random number generation for the truncated elliptical family of distributions ⋮ Finite mixture modeling of censored and missing data using the multivariate skew-normal distribution
Uses Software
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