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
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maximum likelihood estimationkurtosisskewnessmoment generating functionMonte Carlo integrationcorrelation coefficientmixed momentsMarkov chain Monte Carlo techniquegeneralized Cauchy distribution
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
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- 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
Cited In (5)
- A truncated bivariate Cauchy distribution
- 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
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