The characteristic function of the folded normal distribution and its moment function are
derived. The entropy of the folded normal distribution and the Kullback–Leibler from the …

Consumption-based carbon accounts (CBCAs) track how final demand in a region causes
carbon emissions elsewhere due to supply chains in the global economic network, taking …

Recurrence relations for integrals that involve the density of multivariate normal distributions
are developed. These recursions allow fast computation of the moments of folded and …

Large-scale fires in urban areas have highlighted the need to develop ways of assessing the
risks posed by smoke plumes to people and the environment. One of the challenges is to …

This article develops recurrence relations for integrals that relate the density of multivariate
extended skew-normal (ESN) distribution, including the well-known skew-normal (SN) …

We show that the introduction of a leverage constraint improves the practical implementation
of characteristics-based portfolios. The addition of the constraint leads to significantly lower …

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 …

Genome‐wide association (GWA) studies based on GBLUP models are a common practice
in animal breeding. However, effect sizes of GWA tests are small, requiring larger sample …

This book presents a general method for deriving higher-order statistics of multivariate
distributions with simple algorithms that allow for actual calculations. Multivariate nonlinear …

Multivariate normal mean–variance mixture (NMVM) distributions are alternatives to the
multivariate normal distribution when, in practice, we encounter data sets possessing large …