Variations on the Univariate and Bivariate Asymmetric Laplace Themes

Barry Arnold; Matthew A. Arvanitis

doi:10.1007/978-981-96-2004-3_12

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Variations on the Univariate and Bivariate Asymmetric Laplace Themes

Formally Refereed

Authors:

Barry Arnold, Matthew A. Arvanitis

Year:

2025

Type:

Book Chapter

Station:

Forest Products Laboratory

DOI:

https://doi.org/10.1007/978-981-96-2004-3_12

Source:

Directional and Multivariate Statistics

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Keywords

Discrete Laplace, asymmetric Laplace, generalized asymmetric Laplace, multivariate Laplace, likelihood, method of moments, asymmetric Laplace process

Citation

Arnold, Barry C; Arvanitis, Matthew A. 2025. Variations on the Univariate and Bivariate Asymmetric Laplace Themes. In: Kumar, Somesh; Arnold, Barry C.; Shimizu, Kunio; Kumar Laha, Arnab, eds. Directional and Multivariate Statistics. Singapore: Springer: 213–238. https://doi.org/10.1007/978-981-96-2004-3_12.