On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations

DOI10.1007/s00184-020-00802-1zbMath1475.62167OpenAlexW3125105556MaRDI QIDQ2230659

Christian E. Galarza, Wan-Lun Wang, Victor Hugo Lachos, Tsung I. Lin

Publication date: 28 September 2021

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-020-00802-1

zbMATH Keywords

EM algorithmproduct momentstruncated multivariate normal distributionfolded multivariate Student-\(t\) distributiontruncated multivariate Student-\(t\) distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Censored data models (62N01)

Related Items

Robust clustering of multiply censored data via mixtures of \(t\) factor analyzers ⋮ An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses ⋮ On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions ⋮ Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions ⋮ Likelihood-based inference for the multivariate skew-\(t\) regression with censored or missing responses ⋮ A robust factor analysis model based on the canonical fundamental skew-\(t\) distribution ⋮ On moments of truncated multivariate normal/independent distributions ⋮ Moments and random number generation for the truncated elliptical family of distributions ⋮ MomTrunc ⋮ Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution

Uses Software

• CRAN
• tlmec
• CensMixReg

Cites Work

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