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On Moments Estimation of the Parameters of a Truncated Bivariate Normal Distribution
Author(s) -
Dyer Danny D.
Publication year - 1973
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2346777
Subject(s) - bivariate analysis , estimation , statistics , mathematics , distribution (mathematics) , econometrics , multivariate normal distribution , economics , mathematical analysis , multivariate statistics , management
Summary Explicit expressions for estimators of the parameters of a bivariate normal distribution doubly truncated with respect to both random variables are given in terms of sample moments. These estimators are shown to be consistent asymptotically (jointly) normal. A numerical example is included.
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