A Three-Parameter Asymmetric Laplace Distribution and Its Extension
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Cites work
- scientific article; zbMATH DE number 1614382 (Why is no real title available?)
- scientific article; zbMATH DE number 41633 (Why is no real title available?)
- Bayesian quantile regression
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Maximum likelihood estimation of asymmetric Laplace parameters
- On Bayesian Modeling of Fat Tails and Skewness
- Tests of Fit for the Laplace Distribution, with Applications
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- Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution
- The odd log-logistic geometric normal regression model with applications
- Bayesian nonlinear quantile regression approach for longitudinal ordinal data
- Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures
- Bayesian analysis of a Tobit quantile regression model
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- Multivariate longitudinal modeling of insurance company expenses
- Risk margin quantile function via parametric and non-parametric Bayesian approaches
- Quantile regression-based Bayesian semiparametric mixed-effects models for longitudinal data with non-normal, missing and mismeasured covariate
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- Fitting probability distributions to economic growth: a maximum likelihood approach
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- Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression
- Weighted quantile regression for longitudinal data using empirical likelihood
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- Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness
- Letter to the Editor: ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’
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- Estimation and Testing in M‐quantile Regression with Applications to Small Area Estimation
- Quantile hidden semi-Markov models for multivariate time series
- Asymmetric uniform-Laplace distribution: properties and applications
- Markov switching quantile autoregression
- Quantile regression for nonlinear mixed effects models: a likelihood based perspective
- A Bayesian conditional model for bivariate mixed ordinal and skew continuous longitudinal responses using quantile regression
- Bayesian quantile regression for joint modeling of longitudinal mixed ordinal and continuous data
- Quantile regression neural networks: a Bayesian approach
- A note on gamma difference distributions
- A generalized class of skew distributions and associated robust quantile regression models
- Shrinkage estimation of fixed and random effects in linear quantile mixed models
- A note on computing maximum likelihood estimates for the three-parameter asymmetric Laplace distribution
- Gibbs sampling methods for Bayesian quantile regression
- A two-piece normal measurement error model
- Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models
- Quantile regression via the EM algorithm
- Linear quantile regression based on EM algorithm
- Linear asymmetric Laplace fuzzy information granule and its application in short-to-medium term prediction for financial time series
- A new weighted distribution based on the mixture of asymmetric Laplace family with application in survival analysis
- Bayesian inference for additive mixed quantile regression models
- Multitude of Laplace distributions
- Long-tail longitudinal modeling of insurance company expenses
- Alternative skew Laplace scale mixtures for modeling data exhibiting high-peaked and heavy-tailed traits
- Noncrossing structured additive multiple-output Bayesian quantile regression models
- Bayesian bent line quantile regression model
- Markov switching quantile regression models with time-varying transition probabilities
- Bayesian quantile regression for ordinal models
- Multiple smoothing parameters selection in additive regression quantiles
- A time-series model using asymmetric Laplace distribution
- Bayesian analysis of quantile regression for censored dynamic panel data
- Adaptive sign error control
- Application of general unit hydrograph model for marathon finish time distributions
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
- On Quantile‐based Asymmetric Family of Distributions: Properties and Inference
- The discrete asymmetric Laplace distribution
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