A Three-Parameter Asymmetric Laplace Distribution and Its Extension

From MaRDI portal
Publication:5697385

DOI10.1080/03610920500199018zbMath1072.62005OpenAlexW2043436310MaRDI QIDQ5697385

Jin Zhang, Ke-ming 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




Related Items (max. 100)

Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distributionWeighted quantile regression for longitudinal data using empirical likelihoodA Bayesian conditional model for bivariate mixed ordinal and skew continuous longitudinal responses using quantile regressionBayesian analysis of a Tobit quantile regression modelBayesian quantile regression for longitudinal count dataMarkov regime-switching quantile regression models and financial contagion detectionShrinkage estimation of fixed and random effects in linear quantile mixed modelsAsymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regressionGibbs sampling methods for Bayesian quantile regressionLaplace regression with clustered censored dataTwo-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regressionBayesian analysis of two-piece location-scale models under reference priors with partial informationRISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHESBayesian bent line quantile regression modelLinear Quantile Regression Based on EM AlgorithmQuantile hidden semi-Markov models for multivariate time seriesBayesian quantile regression for joint modeling of longitudinal mixed ordinal and continuous dataA joint quantile regression model for multiple longitudinal outcomesBayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distributionMaximum likelihood estimation for quantile autoregression models with Markovian switchingMarkov switching quantile autoregressionRobust Bayesian Variable Selection for Gene–Environment InteractionsOn Quantile‐based Asymmetric Family of Distributions: Properties and InferenceEstimation and Testing in M‐quantile Regression with Applications to Small Area EstimationA note on computing maximum likelihood estimates for the three-parameter asymmetric Laplace distributionNoncrossing structured additive multiple-output Bayesian quantile regression modelsBayesian quantile regression model for claim count dataQuantile selection in non-linear GMM quantile modelsOn the probability distribution of economic growthMultitude of Laplace distributionsBayesian inference for additive mixed quantile regression modelsMultivariate longitudinal modeling of insurance company expensesFitting probability distributions to economic growth: a maximum likelihood approachDo maternal health problems influence child's worrying status? Evidence from the British Cohort StudyLong-tail longitudinal modeling of insurance company expensesBayesian quantile regression analysis for continuous data with a discrete component at zeroAn alternative discrete skew Laplace distributionOn a transform for modeling skewnessA non-iterative posterior sampling algorithm for linear quantile regression modelA time-series model using asymmetric Laplace distributionQuantile regression neural networks: a Bayesian approachBayesian quantile regression for ordinal modelsMultiple smoothing parameters selection in additive regression quantilesA generalized class of skew distributions and associated robust quantile regression modelsLinear quantile mixed modelsBayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingnessFully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specificationBayesian analysis of quantile regression for censored dynamic panel dataA two-piece normal measurement error modelThe Odd Log-Logistic Geometric Normal Regression Model with ApplicationsA note on gamma difference distributionsQuantile regression-based Bayesian semiparametric mixed-effects models for longitudinal data with non-normal, missing and mismeasured covariateConstrained Bayesian doubly elastic net Lasso for linear quantile mixed modelsQuantile regression-based Bayesian joint modeling analysis of longitudinal-survival data, with application to an AIDS cohort studyQuantile estimation of the stochastic frontier modelBayesian nonlinear quantile regression approach for longitudinal ordinal dataAdaptive sign error controlMeasuring contagion of subprime crisis based on MVMQ-CAViaR methodThe discrete asymmetric Laplace distributionQuantile regression for nonlinear mixed effects models: a likelihood based perspectiveMarkov switching quantile regression models with time-varying transition probabilitiesApplication of general unit hydrograph model for marathon finish time distributionsInfluence Measures in Quantile Regression ModelsQuantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copulaQuantile Regression via the EM Algorithm



Cites Work


This page was built for publication: A Three-Parameter Asymmetric Laplace Distribution and Its Extension