A Truncated Bivariate t Distribution

DOI10.1515/EQC.2007.303zbMath1144.62038OpenAlexW2072101202MaRDI QIDQ3526963

Saralees Nadarajah

Publication date: 25 September 2008

Published in: Economic Quality Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/eqc.2007.303

zbMATH Keywords

momentsheavy tailsbivariate \(t\) distributiontruncated bivariate \(t\) distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Statistics of extreme values; tail inference (62G32)

Related Items

Multivariate truncated moments, New results on truncated elliptical distributions, On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation, Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution

Cites Work

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