On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions
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Publication:5084444
Cites work
- scientific article; zbMATH DE number 3174895 (Why is no real title available?)
- scientific article; zbMATH DE number 3930122 (Why is no real title available?)
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Cited in
(15)- An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses
- The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution
- Characteristic function and moment generating function of multivariate folded normal distribution
- Moments of doubly truncated multivariate normal mean-mixture distributions
- Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications
- Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions
- Conjugacy properties of multivariate unified skew-elliptical distributions
- Central tendency measurements estimation for skew normal distributions using Taylor series expansion and Simpson's rule
- Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data
- On moments of folded and doubly truncated multivariate extended skew-normal distributions
- Doubly truncated expectation and variance of univariate generalized skew-elliptical distributions with applications
- Heckman Selection-Contaminated Normal Model
- Influence diagnostics in the Heckman selection models based on EM algorithms
- Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results
- A family of multivariate extended skew-G-elliptical distributions
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