On new variance approximations for linear models with inequality constraints

DOI10.1111/stan.12072OpenAlexW1917875011MaRDI QIDQ6063609

Paul Knottnerus

Publication date: 12 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12072

zbMATH Keywords

Kalman filteringregression modelsnational accountscensored variables

Mathematics Subject Classification ID

Statistics (62-XX) Mathematical programming (90Cxx) Stochastic systems and control (93Exx)

Cites Work

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• Moments of the censored and truncated bivariate normal distribution

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