Estimating a distribution function for discrete data subject to random truncation with an application to structured finance
随机截断离散数据的分布函数估计及结构化金融应用
Proper econometric analysis should be informed by data structure. Many forms of financial data are recorded in discrete-time and relate to products of a finite term. If the data comes from a financial trust, it will often be further subject to random left-truncation. While the literature for estimating a distribution function from left-truncated data is extensive, a thorough literature search reveals that the case of discrete data over a finite number of possible values has…