Asymmetric Univariate and Bivariate Laplace and Generalized Laplace Distributions
نویسندگان
1 Department of Statistics, University of California, Riverside, USA
2 USDA Forest Products Laboratory, Madison, Wisconsin, USA
doi
10.52547/jirss.20.1.61چکیده
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.
