Independence properties of the truncated multivariate elliptical distributions

Michael Levine; Donald Richards; Jianxi Su

doi:10.1016/j.spl.2020.108729

Independence properties of the truncated multivariate elliptical distributions

Michael Levine, Donald Richards, Jianxi Su

Statistics

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Abstract

We characterize the truncated multivariate normal random vectors for which two complementary sub-vectors are mutually independent, and an analogous characterization is obtained for multivariate truncated elliptical distributions. An application to testing data on high-school and college test scores is provided.

Original language	English (US)
Article number	108729
Journal	Statistics and Probability Letters
Volume	161
DOIs	https://doi.org/10.1016/j.spl.2020.108729
State	Published - Jun 2020

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2020.108729

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title = "Independence properties of the truncated multivariate elliptical distributions",

abstract = "We characterize the truncated multivariate normal random vectors for which two complementary sub-vectors are mutually independent, and an analogous characterization is obtained for multivariate truncated elliptical distributions. An application to testing data on high-school and college test scores is provided.",

author = "Michael Levine and Donald Richards and Jianxi Su",

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year = "2020",

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doi = "10.1016/j.spl.2020.108729",

language = "English (US)",

volume = "161",

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T1 - Independence properties of the truncated multivariate elliptical distributions

AU - Levine, Michael

AU - Richards, Donald

AU - Su, Jianxi

PY - 2020/6

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N2 - We characterize the truncated multivariate normal random vectors for which two complementary sub-vectors are mutually independent, and an analogous characterization is obtained for multivariate truncated elliptical distributions. An application to testing data on high-school and college test scores is provided.

AB - We characterize the truncated multivariate normal random vectors for which two complementary sub-vectors are mutually independent, and an analogous characterization is obtained for multivariate truncated elliptical distributions. An application to testing data on high-school and college test scores is provided.

UR - https://www.scopus.com/pages/publications/85080029470

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U2 - 10.1016/j.spl.2020.108729

DO - 10.1016/j.spl.2020.108729

M3 - Article

AN - SCOPUS:85080029470

SN - 0167-7152

VL - 161

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

M1 - 108729

ER -

Independence properties of the truncated multivariate elliptical distributions

Abstract

All Science Journal Classification (ASJC) codes

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