New Results on Truncated Elliptical Distributions  

作　　者：Raul Alejandro Moran-Vasquez Silvia L.P.Ferrari 

机构地区：[1]Institute of Mathematics,University of Antioquia,Calle 67 No.53-108,Medellín,Colombia [2]Department of Statistics,University of Sao Paulo,Rua do Matão 1010,São Paulo 05508-090,Brazil

出　　处：《Communications in Mathematics and Statistics》2021年第3期299-313,共15页数学与统计通讯（英文）

基　　金：Conselho Nacional de Desenvolvi-mento Cientifico e Tecnologico-CNPq(Grant No.305963-2018-0).

摘　　要：Truncated elliptical distributions occur naturally in theoretical and applied statistics and are essential for the study of other classes of multivariate distributions.Two members of this class are the multivariate truncated normal and multivariate truncated t distributions.We derive statistical properties of the truncated elliptical distributions.Applications of our results establish new properties of the multivariate truncated slash and multivariate truncated power exponential distributions.

关 键 词：Elliptical distribution LOG-CONCAVITY Multivariate power exponential distribution Multivariate slash distribution Truncated distribution 

分 类 号：O17[理学—数学]