Results 1 to 10 of about 29,886 (169)
Robust LPV models identification approach based on shifted asymmetric Laplace distribution [PDF]
Measurement + Control, 2021 This paper focuses on the robust parameters estimation algorithm of linear parameters varying (LPV) models. The classical robust identification techniques deal with the polluted training data, for example, outliers in white noise.
Chao Xu, Xianqiang Yang, Miao Yu
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Generalized Earthquake Frequency-Magnitude Distribution Described by Asymmetric Laplace Mixture Modelling [PDF]
Geophysical Journal International, 2018 The complete part of the earthquake frequency-magnitude distribution (FMD), above completeness magnitude mc, is well described by the Gutenberg-Richter law.
Mignan, Arnaud
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Power Prior Elicitation in Bayesian Quantile Regression [PDF]
Journal of Probability and Statistics, 2011 We address a quantile dependent prior for Bayesian quantile regression. We extend the idea of the power prior distribution in Bayesian quantile regression by employing the likelihood function that is based on a location-scale mixture representation of ...
Rahim Alhamzawi, Keming Yu
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Learning Survival Distributions with the Asymmetric Laplace Distribution. [PDF]
Proc Mach Learn ResProbabilistic survival analysis models seek to estimate the distribution of the future occurrence (time) of an event given a set of covariates. In recent years, these models have preferred nonparametric specifications that avoid directly estimating survival distributions via discretization.
Sheng D, Henao R.
europepmc +3 more sources
The multivariate asymmetric slash Laplace distribution and its applications
Statistica, 2013 We have introduced a multivariate asymmetric-slash Laplace distribution, a flexible distribution that can take skewness and heavy tails into account. This distribution is useful in simulation studies where it can introduce distributional challenges in ...
Bindu Punathumparambath
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Marshall-Olkin Generalized Asymmetric Laplace distributions and processes
Statistica, 2013 The Marshall-Olkin Generalised Asymmetric Laplace distribution is introduced and studied. An approximation is made and various properties including self decomposability, geometric infinite divisibility, limit properties etc.are established.
E. Krishna, Kanichukattu K. Jose
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Mixtures of Shifted Asymmetric Laplace Distributions [PDF]
IEEE Transactions on Pattern Analysis and Machine Intelligence, 2012 A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classification. A variant of the EM algorithm is developed for parameter estimation by exploiting the relationship with the general inverse Gaussian ...
Browne, Ryan P. +2 more
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Journal of Probability and Statistics, 2019 In this paper, we are interested in estimating several quantiles simultaneously in a regression context via the Bayesian approach. Assuming that the error term has an asymmetric Laplace distribution and using the relation between two distinct quantiles ...
Josephine Merhi Bleik
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A new weighted distribution based on the mixture of asymmetric Laplace family with application in survival analysis [PDF]
Journal of Mahani Mathematical Research, 2023 The generalization of asymmetric Laplace (AL) distribution has recently received considerable attention in dealing with skewed and long-tailed data. In this article, we introduce a new family of distributions based on the location mixture of asymmetric ...
Narjes Gilani, Reza Pourmousa
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A Cross-Sectional Analysis of Growth and Profit Rate Distribution: The Spanish Case
Mathematics, 2022 We analyse the time evolution of the empirical cross-sectional distribution of firms’ profit and growth rates. In particular, we analyse the conditional properties of the empirical distributions depending on the size of the firms and the business cycle ...
David Vidal-Tomás +3 more
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