A dynamic view to moment matching of truncated distributions

DOI10.1016/J.SPL.2015.05.006zbMATH Open1318.60022OpenAlexW248559868MaRDI QIDQ491701FDOQ491701

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

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zbMATH Keywords

normal distributiontruncated distributionsmoment matchinglocation-scale families

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cites Work

• Title not available (Why is that?)
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• 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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