On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions
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Publication:5084444
DOI10.1080/10618600.2021.2000869OpenAlexW3211414209MaRDI QIDQ5084444FDOQ5084444
Authors: Christian E. Galarza Morales, Larissa A. Matos, V. H. Lachos, Dipak K. Dey 
Publication date: 24 June 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.13488
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Cited In (7)
- 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
- 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
- Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data
- Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results
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