A Weighting Rule and an End Point Correction for Moments of Truncated Distributions
From MaRDI portal
Publication:3489050
DOI10.2307/2347810zbMATH Open0707.62038OpenAlexW2522892739MaRDI QIDQ3489050
Publication date: 1990
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2347810
Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)
Related Items (1)
Recommendations
- Title not available (Why is that?) π π
- Characterizations based on length-biased weighted measure of inaccuracy for truncated random variables. π π
- A dynamic view to moment matching of truncated distributions π π
- The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions π π
- Correction to: Characterization by truncated moments and its application to Pearson-type distributions π π
- Correction to: Estimating a distribution function with truncated data π π
- Truncated estimation of ratio statistics with application to heavy tail distributions π π
- Moments of truncated normal/independent distributions π π
- Estimating the Mean of Heavy-tailed Distribution under Random Truncation π π
This page was built for publication: A Weighting Rule and an End Point Correction for Moments of Truncated Distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3489050)