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Variations on the Univariate and Bivariate Asymmetric Laplace Themes

In: Directional and Multivariate Statistics

Author

Listed:
  • Barry C. Arnold

    (University of California)

  • Matthew A. Arvanitis

    (USDA Forest Products Laboratory)

Abstract

Univariate symmetric and asymmetric Laplace (AL) models are reviewed together with certain related mixture models. Discrete versions of those models are then considered. Bivariate extensions of both the continuous and discrete models are discussed in some detail. Brief comments are provided on possible parameter estimation strategies in both univariate and bivariate cases. Discussion is provided dealing with certain related stochastic processes. Analogous gamma-difference models are introduced.

Suggested Citation

  • Barry C. Arnold & Matthew A. Arvanitis, 2025. "Variations on the Univariate and Bivariate Asymmetric Laplace Themes," Springer Books, in: Somesh Kumar & Barry C. Arnold & Kunio Shimizu & Arnab Kumar Laha (ed.), Directional and Multivariate Statistics, pages 213-238, Springer.
    • Handle: RePEc:spr:sprchp:978-981-96-2004-3_12
    DOI: 10.1007/978-981-96-2004-3_12
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