Asymmetric Univariate and Bivariate Laplace and Generalized Laplace Distributions
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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.
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Article history: Received 12 May 2009 Available online 6 October 2009 Submitted by B.S. Thomson
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Journal title
volume 20 issue 1
pages 61- 81
publication date 2021-06
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