Estimation of parameters of doubly truncated normal distribution from first four sample moments
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Publication:2524331
Cites work
- scientific article; zbMATH DE number 3103824 (Why is no real title available?)
- Estimating the Mean and Variance of Normal Populations from Singly Truncated and Doubly Truncated Samples
- Estimation of Parameters in Truncated Pearson Frequency Distributions
- On estimating the mean and variance of singly truncated normal frequency distributions from the first three sample moments
Cited in
(7)- Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
- Moments of truncated student-\(t\) distribution
- Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution
- A class of weighted multivariate distributions related to doubly truncated multivariate \(t\)-distribution
- Robust estimation of loss models for lognormal insurance payment severity data
- The payoff distribution model: an application to dynamic portfolio insurance
- Moments of truncated normal/independent distributions
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