Independence properties of the truncated multivariate elliptical distributions

Michael Levine, Donald Richards, Jianxi Su

Research output: Contribution to journalArticlepeer-review

Abstract

We characterize the truncated multivariate normal random vectors for which two complementary sub-vectors are mutually independent, and an analogous characterization is obtained for multivariate truncated elliptical distributions. An application to testing data on high-school and college test scores is provided.

Original languageEnglish (US)
Article number108729
JournalStatistics and Probability Letters
Volume161
DOIs
StatePublished - Jun 2020

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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