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On the first and second moments of the truncated multi-normal distribution and a simple estimator

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  • Lee, Lung-Fei

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  • Lee, Lung-Fei, 1979. "On the first and second moments of the truncated multi-normal distribution and a simple estimator," Economics Letters, Elsevier, vol. 3(2), pages 165-169.
    • Handle: RePEc:eee:ecolet:v:3:y:1979:i:2:p:165-169
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    Cited by:

    1. Son, Junbo & Zhou, Shiyu & Sankavaram, Chaitanya & Du, Xinyu & Zhang, Yilu, 2016. "Remaining useful life prediction based on noisy condition monitoring signals using constrained Kalman filter," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 38-50.
    2. Ichino, Andrea & Polo, Michele & Rettore, Enrico, 2003. "Are judges biased by labor market conditions?," European Economic Review, Elsevier, vol. 47(5), pages 913-944, October.
    3. Roman Horváth & Katerina Šmídková & Jan Zápal, 2012. "Central Banks' Voting Records and Future Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 8(4), pages 1-19, December.
    4. Baishuai Zuo & Chuancun Yin, 2022. "Multivariate doubly truncated moments for generalized skew-elliptical distributions with application to multivariate tail conditional risk measures," Papers 2203.00839, arXiv.org.
    5. Arismendi, J.C., 2013. "Multivariate truncated moments," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 41-75.
    6. Horváth Roman & Šmídková Kateřina & Zápal Jan, 2016. "Voting in Central Banks: Theory versus Stylized Facts," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 16(4), pages 1-62, October.
    7. Roozegar, Roohollah & Balakrishnan, Narayanaswamy & Jamalizadeh, Ahad, 2020. "On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation," Journal of Multivariate Analysis, Elsevier, vol. 177(C).

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