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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- Some remarks on the value-at-risk and the conditional value-at-risk
- Some results on the truncated multivariate \(t\) distribution
- Statistical Applications of the Multivariate Skew Normal Distribution
- Tail Conditional Expectations for Elliptical Distributions
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- Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data
Cited in
(8)- Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications
- On moments of folded and doubly truncated multivariate extended skew-normal distributions
- Conjugacy properties of multivariate unified skew-elliptical distributions
- An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses
- Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results
- The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution
- Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions
- Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data
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