Asymmetric Univariate and Bivariate Laplace and Generalized Laplace Distributions

Barry C. Arnold; Matthew A. Arvanitis

doi:10.52547/jirss.20.1.61

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Asymmetric Univariate and Bivariate Laplace and Generalized Laplace Distributions

Formally Refereed

Authors:

Barry C. Arnold, Matthew A. Arvanitis

Year:

2021

Type:

Scientific Journal

Station:

Forest Products Laboratory

DOI:

https://doi.org/10.52547/jirss.20.1.61

Source:

Journal of the Iranian Statistical Society

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Abstract

Alternative specifcations 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 briefy introduced.

Keywords

Asymmetric laplace, bivariate laplace, exponential minima, gamma components, generalized asymmetric laplace, laplace

Citation

Arnold, B.C.; Arvanitis, M.A. 2021. Asymmetric univariate and bivariate laplace and generalized laplace distributions. Journal of the Iranian Statistical Society. 20(1): 61-81.