Asymmetric Univariate and Bivariate Laplace and Generalized Laplace Distributions

نویسندگان

Barry Arnold Department of Statistics, University of California, Riverside, USA

Matthew Arvanitis USDA Forest Products Laboratory, Madison, Wisconsin, USA

چکیده مقاله:

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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