Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution

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dc.contributor.authorGalarza, Christian E.
dc.contributor.authorMatos, Larissa A.
dc.contributor.authorCastro, Luis M.
dc.contributor.authorLachos, Victor H.
dc.date.accessioned2024-01-10T14:22:59Z
dc.date.available2024-01-10T14:22:59Z
dc.date.issued2022
dc.description.abstractIn this paper, we compute doubly truncated moments for the selection elliptical class of distributions, including some multivariate asymmetric versions of well-known elliptical distributions, such as the normal, Student's t, slash, among others. We address the moments for doubly truncated members of this family, establishing neat formulation for high-order moments and its first two moments. We establish sufficient and necessary conditions for the existence of these truncated moments. Further, we propose optimized methods to handle the extreme setting of the parameters, partitions with almost zero volume or no truncation, which are validated with numerical studies. All results have been particularized to the unified skew-t distribution, a complex multivariate asymmetric heavy-tailed distribution which includes the extended skew-t, extended skew-normal, skew-t, and skew-normal distributions as particular and limiting cases. (C) 2021 Elsevier Inc. All rights reserved.
dc.description.funderFAPESP-Brazil
dc.description.funderANID-Millennium Science Initiative Program from the Chilean government
dc.fechaingreso.objetodigital27-03-2024
dc.format.extent15 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1016/j.jmva.2021.104944
dc.identifier.issn0047-259X
dc.identifier.urihttps://doi.org/10.1016/j.jmva.2021.104944
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/80028
dc.identifier.wosidWOS:000759649300003
dc.information.autorucFacultad de Matemáticas; Castro Cepero, Luis Mauricio; S/I; 151425
dc.language.isoen
dc.nota.accesocontenido parcial
dc.publisherELSEVIER INC
dc.revistaJOURNAL OF MULTIVARIATE ANALYSIS
dc.rightsacceso restringido
dc.subjectElliptical distributions
dc.subjectSelection distributions
dc.subjectTruncated distributions
dc.subjectTruncated moments
dc.subjectMIXTURES
dc.subject.ods08 Decent Work and Economic Growth
dc.subject.ods10 Reduced Inequality
dc.subject.odspa08 Trabajo decente y crecimiento económico
dc.subject.odspa10 Reducción de las desigualdades
dc.titleMoments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution
dc.typeartículo
dc.volumen189
sipa.codpersvinculados151425
sipa.indexWOS
sipa.trazabilidadCarga SIPA;09-01-2024
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