English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

In this paper, we compute doubly truncated moments for the selectionelliptical (SE) class of distributions, which includes some multivariateasymmetric versions of well-known elliptical distributions, such as, thenormal, Student's t, slash, among others. We address the moments for doublytruncated members of this family, establishing neat formulation for high ordermoments as well as for its first two moments. We establish sufficient andnecessary conditions for the existence of these truncated moments. Further, wepropose optimized methods able to deal with extreme setting of the parameters,partitions with almost zero volume or no truncation which are validated with abrief numerical study. Finally, we present some results useful in intervalcensoring models. All results has been particularized to the unified skew-t(SUT) distribution, a complex multivariate asymmetric heavy-tailed distributionwhich includes the extended skew-t (EST), extended skew-normal (ESN), skew-t(ST) and skew-normal (SN) distributions as particular and limiting cases.

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