Hermite polynomials and truncated trivariate normal distributions

DOI10.1080/00949657808810234zbMATH Open0388.62045OpenAlexW2118466374MaRDI QIDQ4170089FDOQ4170089

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

• Correlation in a singly truncated bivariate normal distribution
• MEANS AND STANDARD DEVIATIONS OF A TRUNCATED NORMAL BIVARIATE DISTRIBUTION
• Title not available (Why is that?)
• The product of several Hermite or Laguerre polynomials
• Recurrence relations for the moments of truncated multinormal distribution
• Correlation in a Bivariate Normal Distribution with Truncation in Both Variables
• MOMENTS OF A LINEARLY TRUNCATED BIVARIATE NORMAL DISTRIBUTION¹

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