An alternative multivariate skew Laplace distribution: properties and estimation (Q451461)
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scientific article; zbMATH DE number 6085502
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| English | An alternative multivariate skew Laplace distribution: properties and estimation |
scientific article; zbMATH DE number 6085502 |
Statements
An alternative multivariate skew Laplace distribution: properties and estimation (English)
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23 September 2012
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normal variance-mean mixture distribution
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heavy tailed distribution
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Laplace distribution
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robust estimation
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skewed distribution
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0.8901284337043762
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0.8339186906814575
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0.8258358240127563
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0.8223558068275452
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0.8139489889144897
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