The distribution of the sample correlation coefficient under variance-truncated normality

DOI10.1007/S00184-023-00918-0MaRDI QIDQ6566358

Publication date: 3 July 2024

Published in: Metrika (Search for Journal in Brave)

multivariate gamma function multivariate normality Wishart distribution stripe truncation sample variances and covariances weighted hypergeometric functions

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations
A double recursion for calculating moments of the truncated normal distribution and its connection to change detection
Robustness of correlation coefficient and variance ratio under elliptical symmetry
Multivariate elliptical truncated moments
Generalized hypergeometric series.
Distribution of the correlation matrix for a class of elliptical models
An introduction to hypergeometric functions for economists
Multivariate T-Distributions and Their Applications
Unified and non-recursive formulas for moments of the normal distribution with stripe truncation
On a Correlated Variance Ratio Distribution and Its Industrial Application
Elliptical and Radial Truncation in Normal Populations
Asymptotic Expansions for the Moments of the Distribution of Correlation Coefficient
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