Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution

DOI10.2307/2347752zbMath0715.62097OpenAlexW2262120514MaRDI QIDQ3201352

P. Leppard, G. M. Tallis

Publication date: 1989

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347752

zbMATH Keywords

meancovarianceFortran 77truncated multinormal distributionalgorithm AS 249

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Software, source code, etc. for problems pertaining to statistics (62-04)

Related Items (9)

Multivariate truncated moments ⋮ Fast Bayesian variable screenings for binary response regressions with small sample size ⋮ Methods for mediation analysis with missing data ⋮ EM algorithm of the truncated multinormal distribution with linear restriction on the variables ⋮ Analysis of covariance with pre-treatment measurements in randomized trials under the cases that covariances and post-treatment variances differ between groups ⋮ Optimal setup of a multihead weighing machine ⋮ Skewed factor models using selection mechanisms ⋮ AS 249 ⋮ Fitting monotone polynomials in mixed effects models

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