Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-$t$ distribution

DOI10.1016/J.JMVA.2021.104944zbMath1520.62049arXiv2007.14980MaRDI QIDQ6346119

Larissa A. Matos, Christian E. Galarza, Luis Mauricio Castro, Victor Hugo Lachos

Publication date: 29 July 2020

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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