论文标题
双重截短的选择椭圆分布的时刻，重点是统一的多元偏差-T $分布
Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-$t$ distribution
论文作者
论文摘要
在本文中，我们计算了选择椭圆形（SE）分布类的双重截断矩，其中包括一些多元不对称版本，包括众所周知的椭圆形分布，例如正常的，学生的T，Slash等。我们讨论了这个家庭的双重截断的时刻，以建立高级时刻以及其前两个时刻的整洁配方。我们为存在这些截断时刻的存在建立了足够和必要的条件。此外，我们提出的优化方法能够处理参数的极端设置，几乎零或没有截断的分区，这些分区已通过简短的数值研究进行了验证。最后，我们提出了一些在间隔审查模型中有用的结果。所有结果均已针对统一的Skew-T（SUT）分布，这是一种复杂的多元不对称重型分布，其中包括扩展的Skew-T（EST），扩展偏斜 - 正常（ESN），Skew-T（Skew-t（Skew-t（ST）和斜 - 正态（SN）分布），尤其是尤其是限制案例。
In this paper, we compute doubly truncated moments for the selection elliptical (SE) class of distributions, which includes some multivariate asymmetric versions of well-known elliptical distributions, such as, the normal, Student's t, slash, among others. We address the moments for doubly truncated members of this family, establishing neat formulation for high order moments as well as for its first two moments. We establish sufficient and necessary conditions for the existence of these truncated moments. Further, we propose optimized methods able to deal with extreme setting of the parameters, partitions with almost zero volume or no truncation which are validated with a brief numerical study. Finally, we present some results useful in interval censoring models. All results has been particularized to the unified skew-t (SUT) distribution, a complex multivariate asymmetric heavy-tailed distribution which includes the extended skew-t (EST), extended skew-normal (ESN), skew-t (ST) and skew-normal (SN) distributions as particular and limiting cases.
