Pages that link to "Item:Q2306273"

The following pages link to On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (Q2306273):

Displaying 10 items.

• The determination of moments of the doubly truncated multivariate normal Tobit model (Q374763) (← links)
• Multivariate truncated moments (Q391583) (← links)
• Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution (Q2078582) (← links)
• The location of a minimum variance squared distance functional (Q2155839) (← links)
• On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations (Q2230659) (← links)
• Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974) (← links)
• Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution (Q3201352) (← links)
• Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions (Q6077261) (← links)
• On moments of truncated multivariate normal/independent distributions (Q6183698) (← links)
• Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications (Q6593073) (← links)