{"title":"关于截断多元正态/独立分布的矩","authors":"Tsung-I Lin , Wan-Lun Wang","doi":"10.1016/j.jmva.2023.105248","DOIUrl":null,"url":null,"abstract":"<div><p>Multivariate normal/independent (MNI) distributions contain many renowned heavy-tailed distributions such as the multivariate <span><math><mi>t</mi></math></span>, multivariate slash, multivariate contaminated normal, multivariate variance-gamma, and multivariate double exponential distributions. A frequent problem encountered in statistical analysis is the occurrence of truncated observations and non-normality such that theoretical moments are required for the estimation of the truncated multivariate normal/independent (TMNI) distributions. This paper is dedicated to deriving explicit expressions for the moments of the TMNI distributions with supports confined within a hyper-rectangle. A Monte Carlo experiment is undertaken to validate to the correctness of the proposed formulae for five selected members of the TMNI distributions. <span>R</span> scripts and data to reproduce the results are available in the GitHub repository.</p></div>","PeriodicalId":1,"journal":{"name":"Accounts of Chemical Research","volume":null,"pages":null},"PeriodicalIF":16.4000,"publicationDate":"2023-11-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0047259X23000945/pdfft?md5=3cb17094e738a982bd8a526ea82d616f&pid=1-s2.0-S0047259X23000945-main.pdf","citationCount":"0","resultStr":"{\"title\":\"On moments of truncated multivariate normal/independent distributions\",\"authors\":\"Tsung-I Lin , Wan-Lun Wang\",\"doi\":\"10.1016/j.jmva.2023.105248\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>Multivariate normal/independent (MNI) distributions contain many renowned heavy-tailed distributions such as the multivariate <span><math><mi>t</mi></math></span>, multivariate slash, multivariate contaminated normal, multivariate variance-gamma, and multivariate double exponential distributions. A frequent problem encountered in statistical analysis is the occurrence of truncated observations and non-normality such that theoretical moments are required for the estimation of the truncated multivariate normal/independent (TMNI) distributions. This paper is dedicated to deriving explicit expressions for the moments of the TMNI distributions with supports confined within a hyper-rectangle. A Monte Carlo experiment is undertaken to validate to the correctness of the proposed formulae for five selected members of the TMNI distributions. <span>R</span> scripts and data to reproduce the results are available in the GitHub repository.</p></div>\",\"PeriodicalId\":1,\"journal\":{\"name\":\"Accounts of Chemical Research\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":16.4000,\"publicationDate\":\"2023-11-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://www.sciencedirect.com/science/article/pii/S0047259X23000945/pdfft?md5=3cb17094e738a982bd8a526ea82d616f&pid=1-s2.0-S0047259X23000945-main.pdf\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Accounts of Chemical Research\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0047259X23000945\",\"RegionNum\":1,\"RegionCategory\":\"化学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"CHEMISTRY, MULTIDISCIPLINARY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Accounts of Chemical Research","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0047259X23000945","RegionNum":1,"RegionCategory":"化学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"CHEMISTRY, MULTIDISCIPLINARY","Score":null,"Total":0}
On moments of truncated multivariate normal/independent distributions
Multivariate normal/independent (MNI) distributions contain many renowned heavy-tailed distributions such as the multivariate , multivariate slash, multivariate contaminated normal, multivariate variance-gamma, and multivariate double exponential distributions. A frequent problem encountered in statistical analysis is the occurrence of truncated observations and non-normality such that theoretical moments are required for the estimation of the truncated multivariate normal/independent (TMNI) distributions. This paper is dedicated to deriving explicit expressions for the moments of the TMNI distributions with supports confined within a hyper-rectangle. A Monte Carlo experiment is undertaken to validate to the correctness of the proposed formulae for five selected members of the TMNI distributions. R scripts and data to reproduce the results are available in the GitHub repository.
期刊介绍：
Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance.
Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
