Volume 20, Issue 1 (6-2021)                   JIRSS 2021, 20(1): 61-81 | Back to browse issues page

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Department of Statistics, University of California, Riverside, USA , barnold@ucr.edu
Abstract:   (1576 Views)

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.

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Type of Study: Special Issue, Original Paper | Subject: 62Exx: Distribution theory
Received: 2021/01/25 | Accepted: 2021/03/17 | Published: 2021/06/20

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