New results on truncated elliptical distributions

DOI10.1007/s40304-019-00194-3zbMath1477.60038OpenAlexW2979985129MaRDI QIDQ2231571

Raúl Alejandro Morán-Vásquez, Silvia L. P. Ferrari

Publication date: 30 September 2021

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40304-019-00194-3

zbMATH Keywords

log-concavityelliptical distributiontruncated distributionmultivariate power exponential distributionMTP\(_2\) propertymultivariate slash distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items

New insights on the multivariate skew exponential power distribution, Moments and random number generation for the truncated elliptical family of distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some results on the multivariate truncated normal distribution
• On ranking and selection from independent truncated normal distributions
• Multivariate truncated moments
• Some results on the truncated multivariate \(t\) distribution
• Computation of multivariate normal and \(t\) probabilities
• The multivariate normal distribution
• Box-Cox elliptical distributions with application
• A class of weighted multivariate elliptical models useful for robust analysis of nonnormal and bimodal data
• The multivariate skew-slash distribution
• Elliptically Contoured Models in Statistics and Portfolio Theory
• A Truncated Bivariate t Distribution
• A multivariate generalization of the power exponential family of distributions
• A unified view on skewed distributions arising from selections
• Elliptical and Radial Truncation in Normal Populations
• Contemporary Bayesian Econometrics and Statistics