IDEAS home Printed from https://ideas.repec.org/a/spr/portec/v7y2008i1p63-73.html
   My bibliography  Save this article

Moments of truncated t and F distributions

Author

Listed:
  • Saralees Nadarajah
  • Samuel Kotz

Abstract

No abstract is available for this item.

Suggested Citation

  • Saralees Nadarajah & Samuel Kotz, 2008. "Moments of truncated t and F distributions," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 7(1), pages 63-73, April.
    • Handle: RePEc:spr:portec:v:7:y:2008:i:1:p:63-73
    DOI: 10.1007/s10258-007-0021-1
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10258-007-0021-1
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10258-007-0021-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Burdett, Kenneth, 1996. "Truncated means and variances," Economics Letters, Elsevier, vol. 52(3), pages 263-267, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ali Genç, 2013. "Moments of truncated normal/independent distributions," Statistical Papers, Springer, vol. 54(3), pages 741-764, August.
    2. Apostolos Batsidis, 2012. "Errors of misclassification in discrimination with data from truncated t populations," Statistical Papers, Springer, vol. 53(2), pages 281-298, May.
    3. Christopher J. Adcock, 2022. "Properties and Limiting Forms of the Multivariate Extended Skew-Normal and Skew-Student Distributions," Stats, MDPI, vol. 5(1), pages 1-42, March.
    4. Erhard Reschenhofer & Thomas Stark & Manveer K. Mangat, 2020. "Robust Estimation of the Memory Parameter," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(4), pages 1-5.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Albrecht, James & Anderson, Axel & Vroman, Susan, 2010. "Search by committee," Journal of Economic Theory, Elsevier, vol. 145(4), pages 1386-1407, July.
    2. L. Rachel Ngai & Silvana Tenreyro, 2014. "Hot and Cold Seasons in the Housing Market," American Economic Review, American Economic Association, vol. 104(12), pages 3991-4026, December.
    3. Mu, Xiaosheng, 2015. "Log-concavity of a mixture of beta distributions," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 125-130.
    4. Gupta, Nitin & Bajaj, Rakesh Kumar, 2013. "On partial monotonic behaviour of some entropy measures," Statistics & Probability Letters, Elsevier, vol. 83(5), pages 1330-1338.
    5. Jiahua Chen, 2013. "A Partial Order on Uncertainty and Information," Journal of Theoretical Probability, Springer, vol. 26(2), pages 349-359, June.
    6. Gerard J. Berg, 2006. "Revolutionary Effects of New Information Technologies," Economic Journal, Royal Economic Society, vol. 116(509), pages 10-28, February.
    7. Carlin, Bruce Ian & Chowdhry, Bhagwan & Garmaise, Mark J., 2012. "Investment in organization capital," Journal of Financial Intermediation, Elsevier, vol. 21(2), pages 268-286.
    8. German Cubas & B. Ravikumar & Gustavo Ventura, 2016. "Talent, Labor Quality, and Economic Development," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 160-181, July.
    9. Smith, L. & Sorensen, P., 1997. "Informational Herding and Optimal Experientation," Working papers 97-22, Massachusetts Institute of Technology (MIT), Department of Economics.
    10. Rao Sahib, Padma, 1998. "Offer heterogeneity in the standard search model: Implications for the duration of unemployment and reemployment wages," Labour Economics, Elsevier, vol. 5(2), pages 205-215, June.
    11. Monnet, Cyril & Quintin, Erwan, 2017. "Limited disclosure and hidden orders in asset markets," Journal of Financial Economics, Elsevier, vol. 123(3), pages 602-616.
    12. Kaniel, Ron & Orlov, Dmitry, 2020. "Intermediated Asymmetric Information, Compensation, and Career Prospects," CEPR Discussion Papers 14586, C.E.P.R. Discussion Papers.
    13. Ali Genç, 2013. "Moments of truncated normal/independent distributions," Statistical Papers, Springer, vol. 54(3), pages 741-764, August.
    14. Shangari, Dhruv & Chen, Jiahua, 2012. "Partial monotonicity of entropy measures," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1935-1940.
    15. Foucart, Renaud, 2020. "Metasearch and market concentration," International Journal of Industrial Organization, Elsevier, vol. 70(C).
    16. Yann Braouezec & John Cagnol, 2023. "Theoretical Foundations of Community Rating by a Private Monopolist Insurer: Framework, Regulation, and Numerical Analysis," Papers 2309.15269, arXiv.org, revised Dec 2023.
    17. Borjas, George J. & Hamermesh, Daniel S., 2023. "The Mismeasurement of Work Time: Implications for Wage Discrimination and Inequality," IZA Discussion Papers 16699, Institute of Labor Economics (IZA).
    18. Birulin, Oleksii, 2020. "Optimality of simple procurement auctions," International Journal of Industrial Organization, Elsevier, vol. 70(C).
    19. Robin S. Lee & Michael Schwarz, 2017. "Interviewing in two-sided matching markets," RAND Journal of Economics, RAND Corporation, vol. 48(3), pages 835-855, August.
    20. Chen, Jiahua & van Eeden, Constance & Zidek, James, 2010. "Uncertainty and the conditional variance," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1764-1770, December.

    More about this item

    Keywords

    Moments; Truncated F distribution; Truncated regression; Truncated t distribution; C1;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:portec:v:7:y:2008:i:1:p:63-73. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.