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When Spectroscopies Speak the Same Language: Unifying Rheology, Electrochemical Impedance, and Dielectrics. [PDF]

ACS Meas Sci Au
Mittal S, Shanbhag S, Joshi YM.
europepmc   +1 more source

Asymmetric Laplace Distribution Models for Financial Data: VaR and CVaR

Symmetry, 2022
In the field of financial risk measurement, Asymmetric Laplace (AL) laws are used. The assumption of normalcy is used in traditional approaches for calculating financial risk. Asymmetric Laplace distribution, on the other hand, reveals the properties of empirical financial data sets much better than the normal model by leptokurtosis and skewness ...
Huiting Jing
exaly   +4 more sources

Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions [PDF]

Computational Statistics and Data Analysis, 2019
Mixtures of multivariate contaminated shifted asymmetric Laplace distributions are developed for handling asymmetric clusters in the presence of outliers (also referred to as bad points herein). In addition to the parameters of the related non-contaminated mixture, for each (asymmetric) cluster, our model has one parameter controlling the proportion of
Antonio Punzo, Paul McNicholas, Katherine Morris   +2 more
exaly   +5 more sources

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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
openaire   +2 more sources

A Multivariate and Asymmetric Generalization of Laplace Distribution

Computational Statistics, 2000
The authors describe the class of multivariate and not necessarily symmetric distributions called asymmetric Laplace (AL) laws that naturally extend properties and reduce to Laplace distribution in one dimension. Explicit forms of characteristic functions and densities of AL laws are presented, their properties are discussed, a representation that ...
Tomasz J. Kozubowski, Krzysztof Podgórski   +1 more
openaire   +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   +3 more sources

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   +3 more sources

Bayesian quantile regression with the asymmetric Laplace distribution

2020
Thaïs Rodrigues, Yanan Fan
exaly   +3 more sources

A Three-Parameter Asymmetric Laplace Distribution and Its Extension

Communications in Statistics - Theory and Methods, 2005
In this article, a new three-parameter asymmetric Laplace distribution and its extension are introduced. This includes as special case the symmetric Laplace double-exponential distribution. The distribution has established a direct link to estimation of quantile and quantile regression. Properties of the new distribution are presented.
Keming Yu
exaly   +2 more sources