Corrections to: Multivariate normal distribution approaches for dependently truncated data

We provide corrections for Emura and Konno (2010). We also numerically verify the corrected formulae. Appendix gives a real data used for numerical analysis.

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Year of publication:	2014-08-09
Authors:	Pan, Chi-Hung ; Emura, Takeshi
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Keywords:	Dependent truncation • Information matrix • Maximum likelihood • Multivariate analysis

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C02 - Mathematical Methods ; C13 - Estimation ; C34 - Truncated and Censored Models ; C83 - Survey Methods; Sampling Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011110753