On multivariate truncated generalized Cauchy distribution

DOI10.1007/S00362-012-0467-9zbMATH Open1307.62029OpenAlexW2133196779MaRDI QIDQ2392707FDOQ2392707

Authors Saieed F. Ateya, Elham A. Madhagi

Publication date 2 August 2013

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-012-0467-9

zbMATH Keywords

maximum likelihood estimationkurtosisskewnessmoment generating functionMonte Carlo integrationcorrelation coefficientmixed momentsMarkov chain Monte Carlo techniquegeneralized Cauchy distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Bayesian inference (62F15) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

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Cites work

• scientific article; zbMATH DE number 45871 (Why is no real title available?)
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• scientific article; zbMATH DE number 1873661 (Why is no real title available?)
• A class of multivariate distributions and new copulas
• A truncated bivariate Cauchy distribution
• Bayesian prediction under a class of multivariate distributions
• Generalized Cauchy distributions
• Measures of multivariate skewness and kurtosis with applications
• Parametric estimation under a class of multivariate distributions

Cited in

(7)

• On some distributions arising from a generalized trivariate reduction scheme
• A truncated bivariate Cauchy distribution
• Projection theorems and estimating equations for power-law models
• The compound truncated Poisson Cauchy model: a descriptor for multimodal data
• Some inferences on truncated generalized Cauchy distribution
• Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution
• On simulating truncated skewed Cauchy random variables

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