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RecordNumber
3942
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Author
Arnold , Barry. C.
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Crop_Body
Barry. C. Arnold and Matthew. A. Arvanitis
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Title of Article
Asymmetric Univariate and Bivariate Laplace and Generalized Laplace Distributions
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Title Of Journal
خبرنامه انجمن آمار ايران (JIRSS)
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PublishInfo
تهران :انجمن آمار ايران
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Publication Year
2021
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Volum
20
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Issue Number
1
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Page
61-81
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Keywords
Asymmetric Laplace , Bivariate Laplace , Exponential Minima , Gamma Components , Generalized Asymmetric Laplace , Laplace
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Abstract
Alternative specifications of univariate asymmetric Laplace models are
described and investigated. Amore general mixture model is then introduced. Bivariate
extensions of these models are discussed in some detail, with particular emphasis on
associated parameter estimation strategies. Multivariate versions of the models are
briefly introduced.
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Link To Document :
