Tweedie-type formulae for a multivariate Laplace distribution

DOI10.1016/J.SPL.2021.109329MaRDI QIDQ2667583zbMATH OpenOpenAlexFDO

Authors Xiuqin Bai, Jianhong Shi, Weixing Song

Publication date 4 March 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2021.109329

zbMATH Keywords

measurement errormultivariate Laplace distributionTweedie-type formula

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

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Cites work

• A multivariate and asymmetric generalization of Laplace distribution
• A multivariate Linnik distribution
• A simple estimator for nonlinear error in variable models
• An alternative multivariate skew Laplace distribution: properties and estimation
• An L1-type estimator of multivariate location and shape
• Consistency property of elliptical probability density functions
• Estimation and Testing of Parameters in Multivariate Laplace Distribution
• Estimation in linear regression with Laplace measurement error using Tweedie-type formula
• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
• scientific article; zbMATH DE number 4109875 (Why is no real title available?)
• scientific article; zbMATH DE number 5196666 (Why is no real title available?)
• Measurement Error in Nonlinear Models
• Nonlinear statistical inferences with Laplace measurement error
• On the optimal rates of convergence for nonparametric deconvolution problems

Cited in

(3)

• Estimation in linear regression with Laplace measurement error using Tweedie-type formula
• Linear models with response functions based on the Laplace distribution: statistical formulae and their application to epigenomics
• The Bessel function expression of characteristic function

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