A multivariate generalized Laplace distributions design
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Publication:1297850
zbMATH Open0922.62043MaRDI QIDQ1297850FDOQ1297850
Authors: Michael D. Ernst 
Publication date: 14 September 1999
Published in: Computational Statistics (Search for Journal in Brave)
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Multivariate distribution of statistics (62H10) Monte Carlo methods (65C05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Distribution theory (60E99)
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- An empirical evaluation of fat-tailed distributions in modeling financial time series
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- On moments of truncated multivariate normal/independent distributions
- Multivariate generalized Laplace distribution and related random fields
- Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications
- Multiplying a Gaussian matrix by a Gaussian vector
- Multivariate robust linear models for multivariate longitudinal data
- A new multivariate Laplace distribution based on the mixture of normal distributions
- A test for elliptical symmetry
- On simulating multivariate non-normal distributions from the generalized lambda distribution
- Fast Bayesian model assessment for nonparametric additive regression
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