Some conditional expectation identities for the multivariate normal

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2010.04.012 ◽

2010 ◽

Vol 101 (9) ◽

pp. 2250-2253 ◽

Author(s):

Christopher S. Withers ◽

Saralees Nadarajah

Keyword(s):

Conditional Expectation ◽

Multivariate Normal

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On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2019.104586 ◽

2020 ◽

Vol 177 ◽

pp. 104586

Author(s):

Roohollah Roozegar ◽

Narayanaswamy Balakrishnan ◽

Ahad Jamalizadeh

Keyword(s):

Conditional Expectation ◽

Mixture Distributions ◽

Multivariate Normal ◽

Tail Conditional Expectation ◽

Multivariate Normal Mean ◽

Normal Mean ◽

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On the admissibility and nonadmissibility of the usual estimator for the mean of multivariate normal population and conclusions to optimal design

Optimization ◽

10.1080/02331937408842218 ◽

1974 ◽

Vol 5 (7) ◽

pp. 591-597

Author(s):

H. Lätter

Keyword(s):

Optimal Design ◽

Normal Population ◽

Multivariate Normal ◽

Usual Estimator ◽

Multivariate Normal Population ◽

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Different Algorithms for Obtaining Upper Bounds to Multivariate Normal Areas Outside of Origin Centered Rectangles Using Joint Marginal Probabilities

10.21236/ada199772 ◽

1988 ◽

Author(s):

Donald R. Hoover

Keyword(s):

Upper Bounds ◽

Multivariate Normal

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Solution to a Class of Two-stage Stochastic Programs with Multivariate Normal Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.1787682 ◽

2012 ◽

Author(s):

Saurabh Bansal ◽

James Dyer

Keyword(s):

Multivariate Normal ◽

Two Stage ◽

Stochastic Programs

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A Transformed Conditional Expectation

SSRN Electronic Journal ◽

10.2139/ssrn.2503905 ◽

2014 ◽

Author(s):

Tumellano Sebehela

Keyword(s):

Conditional Expectation

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The Calculation of Multivariate Normal Probabilities Using a Re-Summed Tetrachoric Series Approximation

SSRN Electronic Journal ◽

10.2139/ssrn.2829177 ◽

2016 ◽

Author(s):

Michael A. Clayton

Keyword(s):

Multivariate Normal ◽

Series Approximation

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Absolute and Incomplete Moments of the Multivariate Normal Distribution

10.2307/2333132 ◽

1961 ◽

Vol 48 (1/2) ◽

pp. 77

Author(s):

S. Nabeya

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal

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Sampling Reconstruction Procedure for Non-Stationary Gaussian Processes Based on Conditional Expectation Rule

Sampling Theory, Signal Processing, and Data Analysis ◽

10.1007/bf03549374 ◽

2002 ◽

Vol 1 (2) ◽

pp. 135-153

Author(s):

V.A. Kazakov ◽

M. A. Belyaev

Keyword(s):

Gaussian Processes ◽

Conditional Expectation ◽

Reconstruction Procedure ◽

Stationary Gaussian Processes

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Conditional expectation in an operator algebra, I

Tohoku Mathematical Journal ◽

10.2748/tmj/1178245177 ◽

1954 ◽

Vol 6 (2-3) ◽

pp. 177-181 ◽

Author(s):

Hisaharu Umegaki

Keyword(s):

Operator Algebra ◽

Conditional Expectation ◽

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Covariance between variables and their order statistics for multivariate normal variables

Statistics & Probability Letters ◽

10.1016/0167-7152(94)90223-2 ◽

1994 ◽

Vol 21 (2) ◽

pp. 153-155 ◽

Author(s):

Yosef Rinott ◽

Ester Samuel-Cahn

Keyword(s):

Order Statistics ◽

Multivariate Normal

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