Hermite polynomials and truncated trivariate normal distributions

DOI10.1080/00949657808810234MaRDI QIDQ4170089zbMATH OpenOpenAlexFDO

Authors Arjun K. Gupta, Derrick Shannon Tracy

Publication date 1978

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949657808810234

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites work

• scientific article; zbMATH DE number 3150170 (Why is no real title available?)
• Correlation in a Bivariate Normal Distribution with Truncation in Both Variables
• Correlation in a singly truncated bivariate normal distribution
• MEANS AND STANDARD DEVIATIONS OF A TRUNCATED NORMAL BIVARIATE DISTRIBUTION
• MOMENTS OF A LINEARLY TRUNCATED BIVARIATE NORMAL DISTRIBUTION¹
• Recurrence relations for the moments of truncated multinormal distribution
• The product of several Hermite or Laguerre polynomials

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