Galarza, Christian E.
Lin, I, Tsung-
Lachos, Victor H.
Total Authors: 4
 Escuela Super Politecn Litoral, ESPOL, Fac Ciencias Nat & Matemat, Guayaquil - Ecuador
 Feng Chia Univ, Grad Inst Stat & Actuarial Sci, Dept Stat, Taichung 40724 - Taiwan
 Univ Connecticut, Dept Stat, Storrs, CT 06269 - USA
Total Affiliations: 3
Web of Science Citations:
The use of the first two moments of the truncated multivariate Student-t distribution has attracted increasing attention from a wide range of applications. This paper develops recurrence relations for integrals that involve the density of multivariate Student-t distributions. The proposed techniques allow for fast computation of arbitrary-order product moments of folded and truncated multivariate Student-t distributions and offer explicit expressions of low-order moments of folded and truncated multivariate Student-t distributions. A real data example containing positive censored responses is applied to illustrate the effectiveness and importance of the proposed methods. An R MomTrunc package is developed and publicly available on the CRAN repository. (AU)