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The nontruncated marginal of a truncated bivariate normal distribution


  • Barry Arnold
  • Robert Beaver
  • Richard Groeneveld
  • William Meeker


No abstract is available for this item.

Suggested Citation

  • Barry Arnold & Robert Beaver & Richard Groeneveld & William Meeker, 1993. "The nontruncated marginal of a truncated bivariate normal distribution," Psychometrika, Springer;The Psychometric Society, vol. 58(3), pages 471-488, September.
  • Handle: RePEc:spr:psycho:v:58:y:1993:i:3:p:471-488 DOI: 10.1007/BF02294652

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    References listed on IDEAS

    1. M. Aitkin, 1964. "Correlation in a singly truncated bivariate normal distribution," Psychometrika, Springer;The Psychometric Society, vol. 29(3), pages 263-270, September.
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    Cited by:

    1. Chabé-Ferret, Sylvain, 2012. "Matching vs Differencing when Estimating Treatment Effects with Panel Data: the Example of the Effect of Job Training Programs on Earnings," TSE Working Papers 12-356, Toulouse School of Economics (TSE).
    2. Hea-Jung Kim, 2015. "A best linear threshold classification with scale mixture of skew normal populations," Computational Statistics, Springer, vol. 30(1), pages 1-28, March.
    3. Dey, Dipak K. & Liu, Junfeng, 2005. "A new construction for skew multivariate distributions," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 323-344, August.
    4. Chabé-Ferret, Sylvain, 2015. "Analysis of the bias of Matching and Difference-in-Difference under alternative earnings and selection processes," Journal of Econometrics, Elsevier, vol. 185(1), pages 110-123.
    5. Mehdi Amiri & Ahad Jamalizadeh & Mina Towhidi, 2015. "Inference and further probabilistic properties of the $$ SUN_{n,2}$$ S U N n , 2 -distribution," Statistical Papers, Springer, vol. 56(4), pages 1071-1098, November.
    6. Wei Ning & Grace Ngunkeng, 2013. "An empirical likelihood ratio based goodness-of-fit test for skew normality," Statistical Methods & Applications, Springer;Società Italiana di Statistica, pages 209-226.
    7. Bouaddi, Mohammed & Belhachemi, Rachid & Douch, Mohamed, 2013. "The Continuous Hidden Threshold Mixed Skew-Symmetric Distribution," MPRA Paper 70546, University Library of Munich, Germany.
    8. repec:cup:jfinqa:v:52:y:2017:i:05:p:2183-2215_00 is not listed on IDEAS
    9. Steven Culpepper, 2012. "Using the Criterion-Predictor Factor Model to Compute the Probability of Detecting Prediction Bias with Ordinary Least Squares Regression," Psychometrika, Springer;The Psychometric Society, pages 561-580.
    10. Kim, Hea-Jung, 2008. "A class of weighted multivariate normal distributions and its properties," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1758-1771, September.
    11. Arthur Pewsey, 2000. "Problems of inference for Azzalini's skewnormal distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(7), pages 859-870.
    12. Arismendi, J.C., 2013. "Multivariate truncated moments," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 41-75.
    13. Dylan Molenaar & Conor Dolan & Paul Boeck, 2012. "The Heteroscedastic Graded Response Model with a Skewed Latent Trait: Testing Statistical and Substantive Hypotheses Related to Skewed Item Category Functions," Psychometrika, Springer;The Psychometric Society, vol. 77(3), pages 455-478, July.
    14. Arthur Pewsey & Héctor Gómez & Heleno Bolfarine, 2012. "Likelihood-based inference for power distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, pages 775-789.
    15. Ley, Christophe & Paindaveine, Davy, 2010. "On the singularity of multivariate skew-symmetric models," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1434-1444, July.
    16. Basso, Rodrigo M. & Lachos, Víctor H. & Cabral, Celso Rômulo Barbosa & Ghosh, Pulak, 2010. "Robust mixture modeling based on scale mixtures of skew-normal distributions," Computational Statistics & Data Analysis, Elsevier, pages 2926-2941.
    17. Kampkötter, Patrick & Sliwka, Dirk, 2014. "Wage premia for newly hired employees," Labour Economics, Elsevier, vol. 31(C), pages 45-60.
    18. Kozubowski, Tomasz J. & Nolan, John P., 2008. "Infinite divisibility of skew Gaussian and Laplace laws," Statistics & Probability Letters, Elsevier, pages 654-660.
    19. Ogundimu, Emmanuel O. & Hutton, Jane L., 2015. "On the extended two-parameter generalized skew-normal distribution," Statistics & Probability Letters, Elsevier, pages 142-148.
    20. Loperfido, Nicola, 2002. "Statistical implications of selectively reported inferential results," Statistics & Probability Letters, Elsevier, pages 13-22.
    21. repec:eee:jmvana:v:161:y:2017:i:c:p:141-156 is not listed on IDEAS
    22. Fragkos, Konstantinos C. & Tsagris, Michail & Frangos, Christos C., 2014. "Publication Bias in Meta-Analysis: Confidence Intervals for Rosenthal’s Fail-Safe Number," MPRA Paper 66451, University Library of Munich, Germany.
    23. Sharon Lee & Geoffrey McLachlan, 2013. "On mixtures of skew normal and skew $$t$$ -distributions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 7(3), pages 241-266, September.
    24. Arellano-Valle, Reinaldo B. & Azzalini, Adelchi, 2008. "The centred parametrization for the multivariate skew-normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 99(7), pages 1362-1382, August.
    25. Cruz Lopez, Jorge A. & Harris, Jeffrey H. & Hurlin, Christophe & Pérignon, Christophe, 2017. "CoMargin," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(05), pages 2183-2215, October.
      • Jorge Cruz Lopez & Jeffrey Harris & Christophe Hurlin & Christophe Pérignon, 2015. "CoMargin," Working Papers halshs-00979440, HAL.


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