Journal of the Iranian Statistical Society

Asymmetric Univariate and Bivariate Laplace and Generalized Laplace Distributions

Authors

1 Department of Statistics, University of California, Riverside, USA

2 USDA Forest Products Laboratory, Madison, Wisconsin, USA

10.52547/jirss.20.1.61

Abstract

Alternative specifications of univariate asymmetric Laplace models are described and investigated. A more 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.

Keywords

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Journal of the Iranian Statistical Society
Volume 20, Issue 1
June 2021
Pages 61-81
  • Receive Date: 23 July 2022
  • Revise Date: 19 May 2024
  • Accept Date: 23 July 2022