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On the linear combination of normal and Laplace random variables

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  • Saralees Nadarajah

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  • Saralees Nadarajah, 2006. "On the linear combination of normal and Laplace random variables," Computational Statistics, Springer, vol. 21(1), pages 63-71, March.
  • Handle: RePEc:spr:compst:v:21:y:2006:i:1:p:63-71
    DOI: 10.1007/s00180-006-0251-1
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    References listed on IDEAS

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    1. Robert B. Davies, 1980. "The Distribution of a Linear Combination of χ2 Random Variables," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(3), pages 323-333, November.
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    Cited by:

    1. Griffin, Maryclare & Hoff, Peter D., 2019. "Lasso ANOVA decompositions for matrix and tensor data," Computational Statistics & Data Analysis, Elsevier, vol. 137(C), pages 181-194.

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