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Volumn 94, Issue 1, 2005, Pages 209-221

Some results on the multivariate truncated normal distribution

Author keywords

A unimodality; Characteristic function; Log concavity; MTP2

Indexed keywords


EID: 14644425343     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmva.2004.10.007     Document Type: Article
Times cited : (147)

References (10)
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    • 84968476146 scopus 로고
    • The integral of a symmetric unimodal function over a symmetric convex set and some probability inequalities
    • T.W. Anderson The integral of a symmetric unimodal function over a symmetric convex set and some probability inequalities Proc. Amer. Math. Soc. 6 1955 170-176
    • (1955) Proc. Amer. Math. Soc. , vol.6 , pp. 170-176
    • Anderson, T.W.1
  • 2
    • 14644414033 scopus 로고
    • Truncation in two variables to maximize a function of the means of a normal multivariate distribution
    • A.W. Beattie Truncation in two variables to maximize a function of the means of a normal multivariate distribution Austral. J. Statist. 4 1962 1-3
    • (1962) Austral. J. Statist. , vol.4 , pp. 1-3
    • Beattie, A.W.1
  • 3
    • 0001878857 scopus 로고
    • Efficient simulation from the multivariate normal and student- t distributions subject to linear constraints
    • E.M. Kermidas, S.M. Kaufman (Eds.), Interface Foundation of North America, Fairfax, VA
    • J. Geweke, Efficient simulation from the multivariate normal and student- t distributions subject to linear constraints, in: E.M. Kermidas, S.M. Kaufman (Eds.), Computing Science and Statistics: Proceedings of the 23rd Symposium in the Interface, Interface Foundation of North America, Fairfax, VA, 1991.
    • (1991) Computing Science and Statistics: Proceedings of the 23rd Symposium in the Interface
    • Geweke, J.1
  • 4
    • 14644419410 scopus 로고    scopus 로고
    • On ranking and selection from independent truncated normal distributions
    • to appear
    • W.C. Horrace, On ranking and selection from independent truncated normal distributions, J. Econometrics, to appear.
    • J. Econometrics
    • Horrace, W.C.1
  • 5
    • 23044528819 scopus 로고    scopus 로고
    • The characteristic function from a family of truncated normal distributions
    • W.C. Horrace C. Hernandez The characteristic function from a family of truncated normal distributions Econometric Theory, Problems Solutions 17 2001 1026
    • (2001) Econometric Theory, Problems Solutions , vol.17 , pp. 1026
    • Horrace, W.C.1    Hernandez, C.2
  • 6
    • 0002783594 scopus 로고
    • Logarithmic concave measures with applications
    • A. Prekopa Logarithmic concave measures with applications Acta Sci. Math. 32 1971 302-316
    • (1971) Acta Sci. Math. , vol.32 , pp. 302-316
    • Prekopa, A.1
  • 7
    • 0000735595 scopus 로고
    • The moment generating function of the truncated multi-normal distribution
    • G.M. Tallis The moment generating function of the truncated multi-normal distribution J. Roy. Statist. Soc. Ser. B 23 1961 223-229
    • (1961) J. Roy. Statist. Soc. Ser. B , vol.23 , pp. 223-229
    • Tallis, G.M.1
  • 8
    • 14644399048 scopus 로고
    • Elliptical and radial truncation in normal populations
    • G.M. Tallis Elliptical and radial truncation in normal populations Ann. Math. Statist. 34 1963 940-944
    • (1963) Ann. Math. Statist. , vol.34 , pp. 940-944
    • Tallis, G.M.1
  • 9
    • 0011523106 scopus 로고
    • Plane truncation in normal populations
    • G.M. Tallis Plane truncation in normal populations J. Roy. Statist. Soc. Ser. B 27 1965 301-307
    • (1965) J. Roy. Statist. Soc. Ser. B , vol.27 , pp. 301-307
    • Tallis, G.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.