On Moments Estimation of the Parameters of a Truncated Bivariate Normal Distribution

Danny D. Dyer

Journal of the Royal Statistical Society Series C, 1973, vol. 22, issue 3, 287-291

Abstract: Explicit expressions for estimators of the parameters of a bivariate normal distribution doubly truncated with respect to both random variables are given in terms of sample moments. These estimators are shown to be consistent asymptotically (jointly) normal. A numerical example is included.

Date: 1973
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