Results 81 to 90 of about 84,899 (205)
Mixtures of shifted asymmetric Laplace distributions
, 2012 A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classification. A variant of the EM algorithm is developed for parameter estimation by exploiting the relationship with the general inverse Gaussian ...
Ryan P. Browne +2 more
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Maximum Likelihood Estimation of Asymmetric Laplace Parameters
Double exponential distribution, geometric stable law, Laplace distribution, mathematical finance, random summation, skew Laplace distribution,
Samuel Kotz +2 more
core +1 more source
On a Generalized Alpha Skew Laplace Distribution: Properties and Applications
Austrian Journal of StatisticsThis study introduces a novel extension of the alpha skew Laplace distribution (Harandi and Alamatsaz 2013), designed to model datasets with both unimodal and bimodal characteristics effectively.
Jondeep Das +3 more
doaj +1 more source
Case-Deletion Diagnostics for Quantile Regression Using the Asymmetric Laplace Distribution
, 2015 19 ...
Benites, Luis E. +2 more
openaire +2 more sources
A time-series model using asymmetric Laplace distribution
Asymmetric Laplace distributions have received much attention in recent years. It can be used in modeling currency exchange rate, interest rate, stock price changes, etc.
Jayakumar, K., Kuttykrishnan, A.P.
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Loss functions, utility functions and Bayesian sample size determination.
, 2011 PhDThis thesis consists of two parts. The purpose of the first part of the research is to obtain Bayesian sample size determination (SSD) using loss or utility function with a linear cost function. A number of researchers have studied the Bayesian SSD
Islam, A F M Saiful +1 more
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Testing for the generalized normal-Laplace distribution with applications
, 2010 The generalized normal-Laplace distribution is a useful law for modelling asymmetric data exhibiting excess kurtosis. Goodness-of-fit tests for this distribution are constructed which utilize the corresponding moment generating function, and its ...
Tsionas, Michael, Meintanis, Simos G.
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Asymmetric Uniform-Laplace distribution: Properties and Applications [PDF]
Journal of the Iranian Statistical Society, 2018 Fatemeh Arezoomand +2 more
openaire +1 more source
Spatial quantile multiple regression using the asymmetric laplace process
, 2012 . We consider quantile multiple regression through conditional quantile models, i.e. each quantile is modeled separately. We work in the context of spatially referenced data and extend the asymmetric Laplace model for quantile regression to a spatial ...
Kristian Lum, Alan E. Gelf
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Prior elicitation and variable selection for bayesian quantile regression [PDF]
, 2013 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Bayesian subset selection suffers from three important difficulties: assigning priors over model space, assigning priors to all components of the regression
Al-Hamzawi, Rahim Jabbar Thaher
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