A class of weighted multivariate normal distributions and its properties

DOI10.1016/j.jmva.2008.01.008zbMath1144.62036OpenAlexW2030043721MaRDI QIDQ943612

Hea-Jung Kim

Publication date: 10 September 2008

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.01.008

zbMATH Keywords

probabilistic representationselection modelconstrained normal mean vectordoubly truncated normal

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Uses Software

• sn

Cites Work

• The nontruncated marginal of a truncated bivariate normal distribution
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• On the Unification of Families of Skew-normal Distributions
• The multivariate skew-normal distribution
• Flexible Class of Skew-Symmetric Distributions
• Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
• A unified view on skewed distributions arising from selections
• The Skew-normal Distribution and Related Multivariate Families*
• On a class of two-piece skew-normal distributions
• Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions
• A general class of multivariate skew-elliptical distributions
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