Results 101 to 110 of about 84,899 (205)

Skewed Laplace distributions I: the origins and inter-relation.

open access: yes, 2008
There are numerous asymmetric extensions of the classical Laplace distribution scattered in the literature. In this survey we discuss their origins and inter-relations. In particular, we point out which types of skew Laplace distributions are essentially
Podgorski, Krzysztof, Kozubowski, Tomasz
core   +1 more source

Laplace Regression For Censored Data

open access: yes, 2009
Laplace regression is a quantile regression method for analyzing censored data where the censored observations are assumed to come from an asymmetric Laplace distribution.
Ortaglia, Andrew
core  

Modelling skewness and kurtosis with the skewed Gauss-Laplace sum distribution

open access: yes
An asymmetric extension of the recently proposed (symmetric) Gauss-Laplace sum distribution for stock returns is developed, motivated by the fact that many stock return distributions display significant asymmetries. The properties of the new distribution,
Markus Haas
core   +1 more source

Predicción de la Volatilidad de los Precios del Petróleo Mexicano: CGARCH Asimétrico con Distribuciones Normal y Laplace

open access: yesCiencias Administrativas Teoría y Praxis, 2018
Predicting Price Volatility of Mexican Petroleum: Asymmetric CGARCH with Normal and Laplace Distributions Resumen Uno  de  los  problemas asociados con  las exportaciones petroleras es la volatilidad de sus precios cuyo comportamiento se ha ...
Raúl de Jesús Gutiérrez
doaj  

Testing for the generalized normal-Laplace distribution with applications

open access: yes
The generalized normal-Laplace distribution is a useful law for modelling asymmetric data exhibiting excess kurtosis. Goodness-of-fit tests for this distribution are constructed which utilize the corresponding moment generating function, and its ...
Tsionas, Efthimios, Meintanis, Simos G.
core  

A novel bioinspired integrated system for simultaneous fog harvesting and energy supply. [PDF]

open access: yesMicrosyst Nanoeng
Gao H   +7 more
europepmc   +1 more source

The Variance-Gamma Product Distribution. [PDF]

open access: yesResults Math
Gaunt RE, Li S, Sutcliffe HL.
europepmc   +1 more source

Asymmetric competition, risk, and return distribution

open access: yes
We propose a parsimonious statistical model of firm competition where structural differences in the strength of competitive pressure and the magnitude of return fluctuations above and below the system-wide benchmark translate into a skewed Subbotin or ...
Mundt, Philipp, Oh, Ilfan
core  

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