• RecordNumber
    3942
  • Author

    Arnold , Barry. C.

  • Crop_Body
    Barry. C. Arnold and Matthew. A. Arvanitis
  • Title of Article

    Asymmetric Univariate and Bivariate Laplace and Generalized Laplace Distributions

  • Title Of Journal
    خبرنامه انجمن آمار ايران (JIRSS)
  • PublishInfo
    تهران :انجمن آمار ايران
  • Publication Year
    2021
  • Volum
    20
  • Issue Number
    1
  • Page
    61-81
  • Keywords
    Asymmetric Laplace , Bivariate Laplace , Exponential Minima , Gamma Components , Generalized Asymmetric Laplace , Laplace
  • 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.