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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
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    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

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    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.

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    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

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