trunmnt: An R package for calculating moments in a truncated multivariate normal distribution

Communications for Statistical Applications and Methods ◽

10.29220/csam.2021.28.6.673 ◽

2021 ◽

Vol 28 (6) ◽

pp. 673-679

Author(s):

Seung-Chun Lee

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

R Package ◽

Multivariate Normal ◽

Truncated Multivariate Normal Distribution

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An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distribution

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2014.06.016 ◽

2014 ◽

Vol 131 ◽

pp. 163-173 ◽

Author(s):

Shahab Jolani

Keyword(s):

Longitudinal Data ◽

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Nonignorable Dropout ◽

Truncated Multivariate Normal Distribution

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tmvtnorm: A Package for the Truncated Multivariate Normal Distribution

The R Journal ◽

10.32614/rj-2010-005 ◽

2010 ◽

Vol 2 (1) ◽

pp. 25 ◽

Author(s):

Stefan Wilhelm ◽

B.,G. Manjunath

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Truncated Multivariate Normal Distribution

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Random sampling from a truncated multivariate normal distribution

Applied Mathematics Letters ◽

10.1016/0893-9659(94)90042-6 ◽

1994 ◽

Vol 7 (1) ◽

pp. 1-6 ◽

Author(s):

J.A. Breslaw

Keyword(s):

Normal Distribution ◽

Random Sampling ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Truncated Multivariate Normal Distribution

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Conditional simulation of categorical spatial variables using Gibbs sampling of a truncated multivariate normal distribution subject to linear inequality constraints

Stochastic Environmental Research and Risk Assessment ◽

10.1007/s00477-020-01925-7 ◽

2020 ◽

Author(s):

Francky Fouedjio ◽

Celine Scheidt ◽

Liang Yang ◽

Yizheng Wang ◽

Jef Caers

Keyword(s):

Normal Distribution ◽

Gibbs Sampling ◽

Multivariate Normal Distribution ◽

Linear Inequality ◽

Conditional Simulation ◽

Inequality Constraints ◽

Multivariate Normal ◽

Spatial Variables ◽

Linear Inequality Constraints ◽

Truncated Multivariate Normal Distribution

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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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Unbiased estimation of the common mean of a multivariate normal distribution

Communication in Statistics- Theory and Methods ◽

10.1080/03610929008830291 ◽

1990 ◽

Vol 19 (5) ◽

pp. 1803-1810 ◽

Author(s):

K. Krishnamoorthy ◽

Vijay K. Rohatgi

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Unbiased Estimation ◽

Multivariate Normal ◽

Common Mean ◽

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A note on the characterization of the multivariate normal distribution

Metrika ◽

10.1007/bf01893467 ◽

1979 ◽

Vol 26 (1) ◽

pp. 25-30 ◽

Author(s):

Sh. Talwalker

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal

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A note on the maximum likelihood estimators for multivariate normal distribution with monotone data

Communication in Statistics- Theory and Methods ◽

10.1080/03610929508831560 ◽

1995 ◽

Vol 24 (6) ◽

pp. 1377-1382 ◽

Author(s):

Hironori Fujisawa

Keyword(s):

Maximum Likelihood ◽

Normal Distribution ◽

Multivariate Normal Distribution ◽

Maximum Likelihood Estimators ◽

Multivariate Normal ◽

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A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2021.104729 ◽

2021 ◽

Vol 183 ◽

pp. 104729

Author(s):

Haruhiko Ogasawara

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Recursive Formula ◽

Multivariate Normal

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Evaluation of the one-sided percentage points of the singular multivariate normal distribution

Journal of Statistical Computation and Simulation ◽

10.1080/00949659508811627 ◽

1995 ◽

Vol 51 (2-4) ◽

pp. 121-135 ◽

Author(s):

Koon-Shing. Kwong

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Percentage Points ◽

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