Asymmetric Univariate and Bivariate Laplace and Generalized Laplace Distributions

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.