A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
type: Item
instance of: scholarly article
title: A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
zbMATH Open document ID: 1464.62218
author: Haruhiko Ogasawara
published in: Journal of Multivariate Analysis
publication date: 2021-04-29T00:00:00Z
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 7341261
zbMATH Keywords: double truncation
zbMATH Keywords: higher-order moments
zbMATH Keywords: incomplete gamma function
zbMATH Keywords: Kummer's confluent hypergeometric function
zbMATH Keywords: raw/central/absolute moments
zbMATH Keywords: subtract cancellation errors
describes a project that uses: R
describes a project that uses: sn
describes a project that uses: hypergeo
describes a project that uses: MomTrunc
describes a project that uses: mvtnorm
describes a project that uses: Digital Library of Mathematical Functions
MaRDI profile type: Publication
full work available at URL: j.jmva.2021.104729
OpenAlex ID: W3127301634
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DOI: 10.1016/J.JMVA.2021.104729
description: scientific article; zbMATH DE number 7341261