Results 11 to 20 of about 4,889,303 (231)
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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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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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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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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Order-statistics-based inferences for censored lifetime data and financial risk analysis [PDF]
, 2013 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.This thesis focuses on applying order-statistics-based inferences on lifetime analysis and financial risk measurement.
Sheng, Zhuo
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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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A partially collapsed Gibbs sampler for Bayesian quantile regression [PDF]
, 2009 We introduce a set of new Gibbs sampler for Bayesian analysis of quantile re-gression model. The new algorithm, which partially collapsing an ordinary Gibbs sampler, is called Partially Collapsed Gibbs (PCG) sampler.
Yu, K, Reed, C
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RECORD RANGES FOR SAMPLES FROM ASYMMETRICAL LAPLACE DISTRIBUTIONS [PDF]
Journal of Statistical Theory and Applications, 2018 The representations of record ranges via sums of independent identically distributed exponential random variables are obtained for asymmetrical Laplace distributions. This result generalizes the corresponding relations for record values in the cases of exponential and negative exponential ...
I.V. BELKOV +2 more
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Mixtures of Shifted Asymmetric Laplace Distributions [PDF]
IEEE Transactions on Pattern Analysis and Machine Intelligence, 2014 In this thesis we introduce a mixture of shifted asymmetric Laplace (SAL) distributions for model-based clustering and classification. The mixture of SAL distributions allows for the parameterization of skewness as well as location and scale. Furthermore, we extend the general SAL mixture by decomposing the component scale matrices; this results in two
Brian C. Franczak +2 more
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Inference for grouped data with a truncated skew-Laplace distribution [PDF]
, 2010 The skew-Laplace distribution has been used for modelling particle size with point observations. In reality, the observations are truncated and grouped (rounded).
Rubio, Francisco J., Steel, Mark F. J.
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