Results 201 to 210 of about 29,960 (243)

The discrete asymmetric Laplace distribution

Journal of Statistical Theory and Practice, 2015
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Sangpoom, Suttida, Bodhisuwan, Winai
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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 ...
Kozubowski, Tomasz, Podgorski, Krzysztof
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Asymmetric Laplace Distributions

2001
Chapter 3 is devoted to asymmetric Laplace distributions — a skewed family of distributions that in our opinion is the most appropriate skewed generalization of the classical Laplace law. In the last several decades, various forms of skewed Laplace distributions have sporadically appeared in the literature.
Samuel Kotz, Tomaz J. Kozubowski, Krzysztof Podgórski   +2 more
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A time-series model using asymmetric Laplace distribution

Statistics & Probability Letters, 2007
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Jayakumar, K., Kuttykrishnan, A. P.
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Asymmetric Multivariate Laplace Distribution

2001
In this chapter we present the theory of a class of multivariate laws that we term asymmetric Laplace (AL) distributions [see Kozubowski and Podgorski (1999bc), Kotz et al. (2000b)]. The class is an extension of both the symmetric multivariate Laplace distributions and the univariate AL distributions that were discussed in previous chapters.
Samuel Kotz, Tomaz J. Kozubowski, Krzysztof Podgórski   +2 more
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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.
Pradnya P. Khandeparkar, V. U. Dixit
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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, Jin Zhang
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Identification of ARX System Based on Shifted Asymmetric Laplace Distribution

2019 Chinese Control Conference (CCC), 2019
The identification of AutoRegressive eXogenous (ARX) model by outliers is addressed in this paper. Shifted(non-centralized) asymmetric Laplace (SAL) distribution and expectation maximization (EM) algorithm are employed to estimate the unknown model parameters.
Miao Yu, Tianyi Zhang, Xianqiang Yang
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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.
Miao Yu, Xianqiang Yang, Xinpeng Liu
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Variational Bayesian inference for interval regression with an asymmetric Laplace distribution

Neurocomputing, 2019
Abstract 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. In order to address various uncertainties in real applications and make model training more convenient and efficient, the asymmetric Laplace distribution is ...
J. Zhang, M. Liu, M. Dong
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