Results 161 to 170 of about 84,899 (205)

Expected distances and goodness-of-fit for the asymmetric Laplace distribution

Statistics and Probability Letters, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Maria L Rizzo
exaly   +4 more sources

Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution

Communications in Statistics Part B: Simulation and Computation, 2019
In this paper, we consider the finite mixture of quantile regression model from a Bayesian perspective by assuming the errors have the asymmetric Laplace distribution (ALD), and develop the Gibbs s...
Fengkai Yang
exaly   +3 more sources

A time-series model using asymmetric Laplace distribution

Statistics and Probability Letters, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
K Jayakumar
exaly   +4 more sources

Matrix variate generalized asymmetric Laplace distributions

Theory of Probability and Mathematical Statistics, 2023
The generalized asymmetric Laplace (GAL) distributions, also known as the variance/mean-gamma models, constitute a popular flexible class of distributions that can account for peakedness, skewness, and heavier-than-normal tails, often observed in financial or other empirical data.
Kozubowski, Tomasz J., Mazur, Stepan, Podgórski, Krzysztof   +2 more
core   +5 more sources

Variational Bayesian inference for interval regression with an asymmetric Laplace distribution

Neurocomputing, 2019
This paper proposes a Bayesian nonparametric interval regression model assuming the noise on the lower and upper bounds of interval data follows an asymmetric Laplace distribution.
Jiaqi Zhang, Min Liu, Mingyu Dong
semanticscholar   +2 more sources

LPV system identification with multiple-model approach based on shifted asymmetric laplace distribution

International Journal of Systems Science, 2021
The robust linear parameters varying systems identification method with multiple-model approach is addressed in this paper. Various noise and outliers commonly exist in practical industrial processes and have a serious impact on data-driven system ...
Miao Yu, Xianqiang Yang, Xinpeng Liu
semanticscholar   +2 more sources

Tests for Scale Parameter of Asymmetric Log Laplace Distribution

Calcutta Statistical Association Bulletin, 2018
This article focuses on tests for scale parameter of asymmetric log Laplace distribution when shape parameters are known. The most powerful test is obtained for scale parameter and is compared with the corresponding uniformly most powerful (UMP) test based on distribution of order statistic. A simple ad hoc test based on sample median is also suggested
Pradnya P Khandeparkar
exaly   +2 more sources

Interval-valued linear regression model with an asymmetric Laplace distribution

Journal of the Korean Statistical Society
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Li Guan, Mengxiao Li
semanticscholar   +2 more sources

A note on computing maximum likelihood estimates for the three-parameter asymmetric Laplace distribution

Applied Mathematics and Computation
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
S. E. Wright
semanticscholar   +2 more sources

A moment method for the multivariate asymmetric Laplace distribution

Statistics & Probability Letters, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
W. Hürlimann
semanticscholar   +2 more sources