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 language||English (US)|
|Journal||Statistics and Probability Letters|
|State||Published - Jun 2020|
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty