On the fractional moments of a truncated centered multivariate normal distribution

DOI10.1080/03610918.2020.1725821zbMath1497.62125OpenAlexW3008950062MaRDI QIDQ5867436

Kazuki Nakamoto, Mitsunori Ogawa, Tomonari Sei

Publication date: 14 September 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1725821

zbMATH Keywords

Monte Carlo methodLaplace approximationalgebraic statisticsholonomic gradient method

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Algebraic statistics (62R01)

Uses Software

• hgm R

Cites Work

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