On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions

DOI10.1080/10618600.2021.2000869OpenAlexW3211414209MaRDI QIDQ5084444

Larissa A. Matos, Victor Hugo Lachos, Christian E. Galarza Morales, Dey, Dipak K.

Publication date: 24 June 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.13488

zbMATH Keywords

product momentsfolded normal distributiontruncated distributionsextended skew-normal distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses ⋮ Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions ⋮ Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results

Uses Software

• tlmec
• lmec
• CensMixReg
• QSIMVN
• MomTrunc

Cites Work

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• Finite mixture modeling of censored and missing data using the multivariate skew-normal distribution
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• Moments of truncated normal/independent distributions
• On fundamental skew distributions
• Coherent Measures of Risk
• On the Unification of Families of Skew-normal Distributions
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Tail Conditional Expectations for Elliptical Distributions
• A general class of multivariate skew-elliptical distributions

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