New results on truncated elliptical distributions
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Publication:2231571
A truncated elliptical distribution is an elliptical distribution \(\mathbf{W}\) conditioned by \(\{\mathbf{W}\in B\}\), where \(B\) is a measurable subset of \(\mathbb{R}^p\). The authors study their properties, in particular with respect to log-concavity and the MTP\(_2\) property.
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Cites work
- A class of weighted multivariate elliptical models useful for robust analysis of nonnormal and bimodal data
- A multivariate generalization of the power exponential family of distributions
- A Truncated Bivariate t Distribution
- A unified view on skewed distributions arising from selections
- Box-Cox elliptical distributions with application
- Computation of multivariate normal and t probabilities
- Contemporary Bayesian Econometrics and Statistics
- Elliptical and Radial Truncation in Normal Populations
- Elliptically contoured models in statistics and portfolio theory
- scientific article; zbMATH DE number 3174895 (Why is no real title available?)
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 3223285 (Why is no real title available?)
- Multivariate truncated moments
- On ranking and selection from independent truncated normal distributions
- Some results on the multivariate truncated normal distribution
- Some results on the truncated multivariate \(t\) distribution
- The multivariate normal distribution
- The multivariate skew-slash distribution
Cited in
(10)- Moments and random number generation for the truncated elliptical family of distributions
- Some results on the multivariate truncated normal distribution
- On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution
- Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution
- Independence properties of the truncated multivariate elliptical distributions
- Development of statistical convolutions of truncated normal and truncated skew normal distributions with applications
- New insights on the multivariate skew exponential power distribution
- scientific article; zbMATH DE number 32250 (Why is no real title available?)
- Some results on the truncated multivariate \(t\) distribution
- Conjugacy properties of multivariate unified skew-elliptical distributions
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