Article ID Journal Published Year Pages File Type
1154133 Statistics & Probability Letters 2008 6 Pages PDF
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.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
A note on distortions induced by truncation with applications to linear regression systems
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