Numerical reconstruction of the covariance matrix of a spherically truncated multinormal distribution

DOI10.1155/2017/6579537zbMath1431.62236arXiv1202.1838OpenAlexW3105227841WikidataQ59147017 ScholiaQ59147017MaRDI QIDQ1658058

Filippo Palombi, Romina Filippini, Simona Toti

Publication date: 14 August 2018

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.1838

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Related Items (3)

A note on the variance of the square components of a normal multivariate within a Euclidean ball ⋮ A perturbative approach to the reconstruction of the eigenvalue spectrum of a normal covariance matrix from a spherically truncated counterpart ⋮ Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity

Cites Work

• A note on the variance of the square components of a normal multivariate within a Euclidean ball
• Isometric logratio transformations for compositional data analysis
• New perspectives on water chemistry and compositional data analysis
• A perturbative approach to the reconstruction of the eigenvalue spectrum of a normal covariance matrix from a spherically truncated counterpart
• Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity
• Outlier detection for compositional data using robust methods
• Finding an Unknown Number of Multivariate Outliers
• Logistic-Normal Distributions: Some Properties and Uses
• An Easy Method for Obtaining Percentage Points of Order Statistics
• Fast Very Robust Methods for the Detection of Multiple Outliers
• The central limit problem for convex bodies
• Some Direct Estimates of the Mode
• The Square Negative Correlation Property for Generalized Orlicz Balls
• Elliptical and Radial Truncation in Normal Populations
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
• Geometric approach to statistical analysis on the simplex
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Numerical reconstruction of the covariance matrix of a spherically truncated multinormal distribution