On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations
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Publication:2230659
DOI10.1007/s00184-020-00802-1zbMath1475.62167OpenAlexW3125105556MaRDI QIDQ2230659
Christian E. Galarza, Wan-Lun Wang, Victor Hugo Lachos, Tsung I. Lin
Publication date: 28 September 2021
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-020-00802-1
EM algorithmproduct momentstruncated multivariate normal distributionfolded multivariate Student-\(t\) distributiontruncated multivariate Student-\(t\) distribution
Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Censored data models (62N01)
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