On moments of truncated multivariate normal/independent distributions

DOI10.1016/J.JMVA.2023.105248MaRDI QIDQ6183698zbMATH OpenFDO

Authors Tsung-I Lin, Wan-Lun Wang

Publication date 4 January 2024

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2023.105248

zbMATH Keywords

heavy tailsoutliersrobustnessTMNI distributionstruncated moments

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Multivariate analysis (62Hxx)

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