An alternative multivariate skew Laplace distribution: properties and estimation
Year of publication: |
2010
|
---|---|
Authors: | Arslan, Olcay |
Published in: |
Statistical Papers. - Springer. - Vol. 51.2010, 4, p. 865-887
|
Publisher: |
Springer |
Subject: | Normal variance–mean mixture distribution | Heavy tailed distribution | Laplace distribution | Robust estimation | Skewed distribution |
-
On complexity of multistage stochastic programs under heavy tailed distributions
Jiang, Jie, (2021)
-
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A., (2019)
-
Testing the tail index in autoregressive models
Jurečková, Jana, (2009)
- More ...
-
Maximum likelihood parameter estimation for the multivariate skew-slash distribution
Arslan, Olcay, (2009)
-
A new class of multivariate distributions: Scale mixture of Kotz-type distributions
Arslan, Olcay, (2005)
-
Family of multivariate generalized t distributions
Arslan, Olcay, (2004)
- More ...