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Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution

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  • P. Leppard
  • G. M. Tallis

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  • P. Leppard & G. M. Tallis, 1989. "Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 38(3), pages 543-553, November.
    • Handle: RePEc:bla:jorssc:v:38:y:1989:i:3:p:543-553
    DOI: 10.2307/2347752
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    Cited by:

    1. Son, Junbo & Zhou, Shiyu & Sankavaram, Chaitanya & Du, Xinyu & Zhang, Yilu, 2016. "Remaining useful life prediction based on noisy condition monitoring signals using constrained Kalman filter," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 38-50.
    2. Kim, Hyoung-Moon & Maadooliat, Mehdi & Arellano-Valle, Reinaldo B. & Genton, Marc G., 2016. "Skewed factor models using selection mechanisms," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 162-177.
    3. del Castillo, Enrique & Beretta, Alessia & Semeraro, Quirico, 2017. "Optimal setup of a multihead weighing machine," European Journal of Operational Research, Elsevier, vol. 259(1), pages 384-393.
    4. Arismendi, J.C., 2013. "Multivariate truncated moments," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 41-75.

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