A Three-Parameter Asymmetric Laplace Distribution and Its Extension

DOI10.1080/03610920500199018zbMATH Open1072.62005OpenAlexW2043436310MaRDI QIDQ5697385FDOQ5697385

Authors: Jin Zhang, Keming Yu 

Publication date: 17 October 2005

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500199018

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zbMATH Keywords

parameter estimationquantileasymmetric Laplace distribution

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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• Goodness of Fit and Related Inference Processes for Quantile Regression
• Bayesian quantile regression
• Maximum likelihood estimation of asymmetric Laplace parameters
• Tests of Fit for the Laplace Distribution, with Applications
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• Weighted quantile regression for longitudinal data using empirical likelihood
• Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression
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• On Quantile‐based Asymmetric Family of Distributions: Properties and Inference
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• Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study
• Bayesian quantile regression for longitudinal count data
• Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures
• A non-iterative posterior sampling algorithm for linear quantile regression model
• Maximum likelihood estimation for quantile autoregression models with Markovian switching
• A two-level copula joint model for joint analysis of longitudinal and competing risks data
• Bayesian modal regression based on mixture distributions
• A note on computing maximum likelihood estimates for the three-parameter asymmetric Laplace distribution
• RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES
• Linear asymmetric Laplace fuzzy information granule and its application in short-to-medium term prediction for financial time series
• Alternative skew Laplace scale mixtures for modeling data exhibiting high-peaked and heavy-tailed traits

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