New Results on Truncated Elliptical Distributions

Arismendi, J.C.: Multivariate truncated moments. J. Multivar. Anal. 117, 41–75 (2013)

Arellano-Valle, R.B., Branco, M.D., Genton, M.G.: A unified view on skewed distributions arising from selections. Can. J. Stat. 34(4), 581–601 (2006)

Birnbaum, Z., Meyer, P.L.: On the effect of truncation in some or all coordinates of a multi-normal population. J. Indian Soc. Agric. Stat. 5, 17–28 (1953)

Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, Cambridge (2004)

Fang, K.T., Kotz, S., Ng, K.W.: Symmetric Multivariate and Related Distributions. Chapman and Hall, London (1990)

Genz, A., Bretz, F.: Computation of Multivariate Normal and $$t$$ Probabilities. Springer, Heidelberg (2009)

Geweke, J.: Efficient Simulation from the Multivariate Normal and Student-$$t$$ Distributions Subject to Linear Constraints and the Evaluation of Constraint Probabilities. University of Minnesota, Minneapolis, Department of Economics (1991)

Geweke, J.: Contemporary Bayesian Econometrics and Statistics. Wiley, New Jersey (2005)

Gómez, E., Gómez-Villegas, M.A., Marín, J.M.: A multivariate generalization of the power exponential family of distributions. Commun. Stat. Theory Methods 27(3), 589–600 (1998)

Gupta, A.K., Varga, T., Bodnar, T.: Elliptically Contoured Models in Statistics and Portfolio Theory. Springer, New York (2013)

Ho, H.J., Lin, T.I., Chen, H.Y., Wang, W.L.: Some results on the truncated multivariate $$t$$ distribution. J. Stat. Plan. Inference 142, 25–40 (2012)

Horrace, W.C.: On ranking and selection from independent truncated normal distributions. J. Econom. 126(2), 335–354 (2005a)

Horrace, W.C.: Some results on the multivariate truncated normal distribution. J. Multivar. Anal. 94, 209–221 (2005b)

Kan, R., Robotti, C.: On moments of folded and truncated multivariate normal distributions. J. Comput. Graph. Stat. 26(4), 930–934 (2017)

Kim, H.-J.: A class of weighted multivariate elliptical models useful for robust analysis of nonnormal and bimodal data. J. Korean Stat. Soc. 39, 83–92 (2010)

Morán-Vásquez, R.A., Ferrari, S.L.P.: Box-Cox elliptical distributions with application. Metrika 82(5), 547–571 (2019)

Nadarajah, S.: A truncated bivariate $$t$$ distribution. Econ. Qual. Control 22(2), 303–313 (2007)

Tallis, G.M.: The moment generating function of the truncated multi-normal distribution. J. R. Stat. Soc. 23, 223–229 (1961)

Tallis, G.M.: Elliptical and radial truncation in normal populations. Ann. Math. Stat. 34(3), 940–944 (1963)

Tallis, G.M.: Plane truncation in normal populations. J. R. Stat. Soc. 27(2), 301–307 (1965)

Tong, Y.L.: The Multivariate Normal Distribution. Springer, New York (1990)

Wang, J., Genton, M.G.: The multivariate skew-slash distribution. J. Stat. Plan. Inference 136, 209–220 (2006)