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.