A dynamic view to moment matching of truncated distributions

DOI10.1016/J.SPL.2015.05.006MaRDI QIDQ491701zbMATH OpenOpenAlexFDO

Authors Yoni Nazarathy, Benoit Liquet

Publication date 19 August 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://espace.library.uq.edu.au/view/UQ:365091/UQ365091_OA.pdf

zbMATH Keywords

normal distributiontruncated distributionsmoment matchinglocation-scale families

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites work

• scientific article; zbMATH DE number 3161620 (Why is no real title available?)
• scientific article; zbMATH DE number 3107192 (Why is no real title available?)
• Differentiation Under the Integral Sign
• Multivariate truncated moments

Cited in

(3)

• A Weighting Rule and an End Point Correction for Moments of Truncated Distributions
• A double recursion for calculating moments of the truncated normal distribution and its connection to change detection
• Truncating the hierarchy of moment equations based on point distribution -- application to innovation diffusion

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