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On moments of folded and truncated multivariate Student-t distributions based on recurrence relations

Galarza, CE; Lin, TI; Wang, WL; Lachos, VH

Lachos, VH (corresponding author), Univ Connecticut, Dept Stat, Storrs, CT 06269 USA.

METRIKA, ; ():

Abstract

The use of the first two moments of the truncated multivariate Student-t distribution has attracted increasing attention from a wide range of applicat......

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