| Texto completo | |
| Autor(es): |
Galarza, Christian E.
;
Lin, Tsung-, I
;
Wang, Wan-Lun
;
Lachos, Victor H.
Número total de Autores: 4
|
| Tipo de documento: | Artigo Científico |
| Fonte: | METRIKA; v. 84, n. 6, p. 26-pg., 2021-01-19. |
| Resumo | |
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) | |
| Processo FAPESP: | 18/11580-1 - Momentos de distribuições multivariadas duplamente truncadas |
| Beneficiário: | Christian Eduardo Galarza Morales |
| Modalidade de apoio: | Bolsas no Exterior - Estágio de Pesquisa - Doutorado |
| Processo FAPESP: | 15/17110-9 - Estimação Robusta em Modelos Espaciais para Dados Censurados. |
| Beneficiário: | Christian Eduardo Galarza Morales |
| Modalidade de apoio: | Bolsas no Brasil - Doutorado |