On multivariate truncated generalized Cauchy distribution

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

Elham A. Madhagi, Saieed F. Ateya

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)

Cites Work

• Measures of multivariate skewness and kurtosis with applications
• A truncated bivariate Cauchy distribution
• A class of multivariate distributions and new copulas
• Parametric estimation under a class of multivariate distributions
• Bayesian prediction under a class of multivariate distributions
• Generalized Cauchy distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (4)

• On simulating truncated skewed Cauchy random variables
• On some distributions arising from a generalized trivariate reduction scheme
• Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution
• Projection theorems and estimating equations for power-law models

This page was built for publication: On multivariate truncated generalized Cauchy distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2392707)