A class of weighted multivariate normal distributions and its properties

Journal of Multivariate Analysis

Volumn 99, Issue 8, 2008, Pages 1758-1771

  Kim, Hea Jung ^a  

^a Dongguk University   (South Korea)

Author keywords

62E10; 62F30; Constrained normal mean vector; Doubly truncated normal; Probabilistic representation; Selection model; Weighted multivariate normal distribution

Indexed keywords

EID: 48549091393     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2008.01.008     Document Type: Article

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