We explore the effects of truncation on the joint distribution of the observable random variables. A general formula for the distortion induced by truncation in the least-squares coefficients is presented. The implications of our derivations are illustrated with an example.
A note on distortions induced by truncation, with application to linear regression systems
STANGHELLINI, Elena
2008
Abstract
We explore the effects of truncation on the joint distribution of the observable random variables. A general formula for the distortion induced by truncation in the least-squares coefficients is presented. The implications of our derivations are illustrated with an example.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
