Results 191 to 200 of about 84,899 (205)

Forecasting systemic risk measures using a dynamic semiparametric approach based on the Asymmetric Laplace distribution

International Journal of Forecasting
Yaming Yang
semanticscholar   +1 more source

Flexible Bayesian quantile curve fitting with shape restrictions under the Dirichlet process mixture of the generalized asymmetric Laplace distribution

Canadian Journal of Statistics, 2021

exaly  

Finite mixtures of matrix-variate shifted generalized asymmetric Laplace distribution for three-way data

Journal of Computational and Applied Mathematics
Carlos Diniz, Jhonata da Silva Pereira, V. H. Lachos   +2 more
semanticscholar   +1 more source

Marginally generalized asymmetric Laplace distributions

Statistical Papers
Amos Natido, Tomasz J. Kozubowski
openaire   +1 more source

A gradient search maximization algorithm for the asymmetric Laplace likelihood

Journal of Statistical Computation and Simulation, 2015
Matteo Bottai, Nicola Orsini, Marco Geraci   +2 more
exaly  

A spatially constrained shifted asymmetric Laplace mixture model for the grayscale image segmentation

Neurocomputing, 2019
Hao Sun, Xuebo Yang, Huijun Gao
exaly  

Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplace Distribution

Econometrics of Risk, 2015
K. Autchariyapanitkul, Somsak Chanaim, S. Sriboonchitta   +2 more
semanticscholar   +1 more source

A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density

Statistics and Probability Letters, 2015
Karthik Sriram
exaly  

Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression

Journal of Econometric Methods, 2016
Anil K Bera, Antonio F Galvao, Gabriel Montes-Rojas   +2 more
exaly  

Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: The case of asymmetric Laplace distribution

Computational Statistics & Data Analysis, 2013
N. Wichitaksorn, H. Tsurumi
semanticscholar   +1 more source