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The determination of moments of the doubly truncated multivariate normal Tobit model

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Publication:374763
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DOI10.1016/0165-1765(83)90143-XzbMath1273.91378OpenAlexW1993105714MaRDI QIDQ374763

Lung-fei Lee

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(83)90143-x


Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)


Related Items

Dimension-wise scaled normal mixtures with application to finance and biometry, Multivariate truncated moments, Gaussian process modeling with inequality constraints



Cites Work

  • Estimation of Relationships for Limited Dependent Variables
  • Estimation in a disequilibrium model and the value of information
  • Estimation of the Two-Limit Probit Regression Model
  • Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal
  • Regression Analysis when the Dependent Variable Is Truncated Normal
  • Systems of Frequency Curves
  • The Determination of Partial Moments
  • Estimation of Parameters in Truncated Pearson Frequency Distributions
  • ESTIMATING PARAMETERS IN TRUNCATED PEARSON FREQUENCY DISTRIBUTIONS WITHOUT RESORT TO HIGHER MOMENTS
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