An alternative multivariate skew Laplace distribution: properties and estimation
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Volume (Year): 51 (2010)
Issue (Month): 4 (December)
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References listed on IDEAS
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- Butler, Richard J, et al, 1990. "Robust and Partially Adaptive Estimation of Regression Models," The Review of Economics and Statistics, MIT Press, vol. 72(2), pages 321-27, May.
- Adelchi Azzalini & Marc G. Genton, 2008. "Robust Likelihood Methods Based on the Skew-"t" and Related Distributions," International Statistical Review, International Statistical Institute, vol. 76(1), pages 106-129, 04.
- Purdom Elizabeth & Holmes Susan P, 2005. "Error Distribution for Gene Expression Data," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 4(1), pages 1-35, July.
- DiCiccio T.J. & Monti A.C., 2004. "Inferential Aspects of the Skew Exponential Power Distribution," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 439-450, January.
- Anderson, Dale N., 1992. "A multivariate Linnik distribution," Statistics & Probability Letters, Elsevier, vol. 14(4), pages 333-336, July.
- Ella Roelant & Stefan Aelst, 2007. "An L1-type estimator of multivariate location and shape," Statistical Methods and Applications, Springer, vol. 15(3), pages 381-393, February.
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