Elliptical and Radial Truncation in Normal Populations
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Publication:5517399
DOI10.1214/AOMS/1177704016zbMATH Open0142.16104OpenAlexW2078049884WikidataQ93649751 ScholiaQ93649751MaRDI QIDQ5517399FDOQ5517399
Authors: G. M. Tallis
Publication date: 1963
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177704016
Cited In (32)
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- A parametric framework for the comparison of methods of very robust regression
- A conditional minimax approach in survey sampling
- The distribution of the sample correlation coefficient under variance-truncated normality
- Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
- Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution
- Box-Cox elliptical distributions with application
- New results on truncated elliptical distributions
- An event-triggered approach to state estimation with multiple point- and set-valued measurements
- Numerical reconstruction of the covariance matrix of a spherically truncated multinormal distribution
- Multivariate elliptical truncated moments
- Introducing prior information into the forward search for regression
- Finding an unknown number of multivariate outliers
- A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
- Pretest estimation in combining probability and non-probability samples
- The Use of Prior Information in Very Robust Regression for Fraud Detection
- Cluster detection and clustering with random start forward searches
- The forward search: theory and data analysis
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter
- Robust model selection with flexible trimming
- Gaussian process modeling with inequality constraints
- A perturbative approach to the reconstruction of the eigenvalue spectrum of a normal covariance matrix from a spherically truncated counterpart
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions
- Some notes on extremal discriminant analysis
- The power of monitoring: how to make the most of a contaminated multivariate sample
- Robust methods for heteroskedastic regression
- Robust Bayesian regression with the forward search: theory and data analysis
- On consistency factors and efficiency of robust \(S\)-estimators
- Some results on the multivariate truncated normal distribution
- On ranking and selection from independent truncated normal distributions
- Unified and non-recursive formulas for moments of the normal distribution with stripe truncation
- Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression
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