One-dimensional marginal density functions of a truncated multivariate normal density function

DOI10.1080/03610929008830197zbMATH Open0900.62264OpenAlexW2005292320MaRDI QIDQ3135360FDOQ3135360

Authors: Jack Cartinhour 

Publication date: 17 October 1993

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830197

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cites Work

• Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
• Recurrence relations for the moments of truncated multinormal distribution

Cited In (5)

• A Mass-Shifting Phenomenon of Truncated Multivariate Normal Priors
• Demystifying the bias from selective inference: a revisit to Dawid's treatment selection problem
• Lower dimensional marginal density functions of absolutely continuous truncated multivariate distributions
• A unified approach to multilevel sample selection models
• The nontruncated marginal of a truncated bivariate normal distribution

Uses Software

• AS 195

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