| Full text | |
| Author(s): |
Galarza, Christian E.
;
Lin, Tsung-, I
;
Wang, Wan-Lun
;
Lachos, Victor H.
Total Authors: 4
|
| Document type: | Journal article |
| Source: | METRIKA; v. 84, n. 6, p. 26-pg., 2021-01-19. |
| Abstract | |
The use of the first two moments of the truncated multivariate Student-t distribution has attracted increasing attention from a wide range of applications. This paper develops recurrence relations for integrals that involve the density of multivariate Student-t distributions. The proposed techniques allow for fast computation of arbitrary-order product moments of folded and truncated multivariate Student-t distributions and offer explicit expressions of low-order moments of folded and truncated multivariate Student-t distributions. A real data example containing positive censored responses is applied to illustrate the effectiveness and importance of the proposed methods. An R MomTrunc package is developed and publicly available on the CRAN repository. (AU) | |
| FAPESP's process: | 18/11580-1 - Moments of doubly truncated multivariate distributions |
| Grantee: | Christian Eduardo Galarza Morales |
| Support Opportunities: | Scholarships abroad - Research Internship - Doctorate |
| FAPESP's process: | 15/17110-9 - Robust Estimation in Spatial Models for Censored Data |
| Grantee: | Christian Eduardo Galarza Morales |
| Support Opportunities: | Scholarships in Brazil - Doctorate |