Pages that link to "Item:Q134685"

The following pages link to Some results on the multivariate truncated normal distribution (Q134685):

Displaying 50 items.

• condTruncMVN (Q134686) (← links)
• On ranking and selection from independent truncated normal distributions (Q262765) (← links)
• Multivariate truncated moments (Q391583) (← links)
• Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions (Q421055) (← links)
• Truncated linear estimation of a bounded multivariate normal mean (Q447626) (← links)
• Some notes on extremal discriminant analysis (Q642227) (← links)
• Some results on the truncated multivariate \(t\) distribution (Q643370) (← links)
• Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities (Q745395) (← links)
• Bayesian threshold regression model with random effects for recurrent events (Q905219) (← links)
• SGR modeling of correlational effects in fake good self-report measures (Q905244) (← links)
• Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution (Q993721) (← links)
• Estimating a graphical intra-class correlation coefficient (GICC) using multivariate probit-linear mixed models (Q1663261) (← links)
• EM algorithm of the truncated multinormal distribution with linear restriction on the variables (Q1709433) (← links)
• Gaussian process modeling with inequality constraints (Q1931810) (← links)
• Efficient algorithms for generating truncated multivariate normal distributions (Q1942149) (← links)
• Stochastic comparison of multivariate conditionally dependent mixtures (Q2015057) (← links)
• Orthant-based variance decomposition in investment portfolios (Q2030706) (← links)
• A closed-form filter for binary time series (Q2058780) (← links)
• A note on simulating hyperplane-truncated multivariate normal distributions (Q2081770) (← links)
• Some properties of the unified skew-normal distribution (Q2122825) (← links)
• The perfect marriage and much more: combining dimension reduction, distance measures and covariance (Q2164274) (← links)
• An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals (Q2230582) (← links)
• New results on truncated elliptical distributions (Q2231571) (← links)
• A perturbative approach to the reconstruction of the eigenvalue spectrum of a normal covariance matrix from a spherically truncated counterpart (Q2279883) (← links)
• On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (Q2306273) (← links)
• Independence properties of the truncated multivariate elliptical distributions (Q2307409) (← links)
• A Bayesian finite element model updating with combined normal and lognormal probability distributions using modal measurements (Q2308221) (← links)
• Box-Cox elliptical distributions with application (Q2312027) (← links)
• Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints (Q2320985) (← links)
• Fitting monotone polynomials in mixed effects models (Q2329751) (← links)
• Model-based clustering of censored data via mixtures of factor analyzers (Q2337326) (← links)
• Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity (Q2350048) (← links)
• Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710) (← links)
• Endogeneity in stochastic frontier models (Q2635044) (← links)
• Maximum likelihood estimation of stochastic frontier models with endogeneity (Q2697976) (← links)
• Models for Bounded Systems with Continuous Dynamics (Q3183234) (← links)
• Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution (Q3201352) (← links)
• Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation (Q3391109) (← links)
• A class of rectangle-screened multivariate normal distributions and its applications (Q3462128) (← links)
• (Q5054629) (← links)
• Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors (Q5057082) (← links)
• Using Copulas to Model Time Dependence in Stochastic Frontier Models (Q5080458) (← links)
• Some analytical results on bivariate stable distributions with an application in operational risk (Q5092649) (← links)
• A new multivariate <i>t</i> distribution with variant tail weights and its application in robust regression analysis (Q5093038) (← links)
• Selection-Corrected Statistical Inference for Region Detection With High-Throughput Assays (Q5242481) (← links)
• Probabilistic Abstract Interpretation of Imperative Programs using Truncated Normal Distributions (Q5415663) (← links)
• Extensions of Stein's Lemma for the Skew-Normal Distribution (Q5421527) (← links)
• A Probit Latent Class Model with General Correlation Structures for Evaluating Accuracy of Diagnostic Tests (Q5850963) (← links)
• Adaptive stochastic gradient descent for optimal control of parabolic equations with random parameters (Q6090392) (← links)
• On moments of truncated multivariate normal/independent distributions (Q6183698) (← links)