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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.
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Robust LPV models identification approach based on shifted asymmetric Laplace distribution
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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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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Asymmetric Laplace Distribution Models for Financial Data: VaR and CVaR
Symmetry, 2022 In the field of financial risk measurement, Asymmetric Laplace (AL) laws are used. The assumption of normalcy is used in traditional approaches for calculating financial risk. Asymmetric Laplace distribution, on the other hand, reveals the properties of empirical financial data sets much better than the normal model by leptokurtosis and skewness ...
, Huiting Jing
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Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions [PDF]
Computational Statistics and Data Analysis, 2019 Mixtures of multivariate contaminated shifted asymmetric Laplace distributions are developed for handling asymmetric clusters in the presence of outliers (also referred to as bad points herein). In addition to the parameters of the related non-contaminated mixture, for each (asymmetric) cluster, our model has one parameter controlling the proportion of
Antonio Punzo +2 more
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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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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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A Mixture Autoregressive Model Based on an Asymmetric Exponential Power Distribution
Axioms, 2023 In nonlinear time series analysis, the mixture autoregressive model (MAR) is an effective statistical tool to capture the multimodality of data. However, the traditional methods usually need to assume that the error follows a specific distribution that ...
Yunlu Jiang, Zehong Zhuang
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