Erratum to: Multivariate normal distribution approaches for dependently truncated data

tmvtnorm: A Package for the Truncated Multivariate Normal Distribution

Abstract In this article we present tmvtnorm, an R package implementation for the truncated multivariate normal distribution. We consider random number generation with rejection and Gibbs sampling, computation of marginal densities as well as computation of the mean and covariance of the truncated variables. This contribution brings together latest research in this field and provides useful met...

Screening for a Multivariate Mixture Normal Distribution

Semi-parametric Inference for Copula Models for Dependently Truncated Data

screening for a multivariate mixture normal distribution

Cox Model Analysis with the Dependently Left Truncated Data

A truncated sample consists of realizations of a pair of random variables (L, T) subject to the constraint that L ≤T. The major study interest with a truncated sample is to find the marginal distributions of L and T. Many studies have been done with the assumption that L and T are independent. We introduce a new way to specify a Cox model for a truncated sample, assuming that the truncation tim...