Results 11 to 20 of about 84,899 (205)
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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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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Symmetry, 2023 The usual mean change-point detecting method based on normal linear regression is not robust to heavy-tailed data with potential outlying points. We propose a robust change-point estimation procedure based on a quantile regression model with asymmetric ...
Fengkai Yang
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Asymmetric Laplace scale mixtures for the distribution of cryptocurrency returns
Advances in Data Analysis and ClassificationAbstract Recent studies about cryptocurrency returns show that their distribution can be highly-peaked, skewed, and heavy-tailed, with a large excess kurtosis. To accommodate all these peculiarities, we propose the asymmetric Laplace scale mixture (ALSM) family of distributions.
Antonio Punzo, Luca Bagnato
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Study on Financial Market Risk Measurement Based on Asymmetric Laplace Distribution [PDF]
American Journal of Theoretical and Applied Statistics, 2015 In this paper, According to the returns distributions (of the financial assets returns series) with peak fat-tailed and asymmetric and the theory of Asymmetric Laplace distribution.AL-VaR (AL-CVaR) parametric method and Monte Carlo simulation are proposed which are based on Asymmetric Laplace distribution.
Hong Zhang, Li Zhou, Jie Zhu
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, 2017 In cities’ policy-making, it is a hot issue to grasp the determinants of carbon dioxide emission in Chinese cities. And the common method is to use the STIRPAT model, where its coefficients represent the influence intensity of each determinants of carbon
Shan-shan Wang +3 more
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Tests of fit for the asymmetric Laplace distribution [PDF]
Statistics and Its Interface, 2014 Colin Chen
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Binary quantile regression: a Bayesian approach based on the asymmetric Laplace distribution
Journal of Applied Econometrics, 2012 SUMMARYThis paper develops a Bayesian method for quantile regression for dichotomous response data. The frequentist approach to this type of regression has proven problematic in both optimizing the objective function and making inferences on the parameters.
Dries F. Benoit, D. V. Poel
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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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