Laplace random variables with application to price indices

DOI10.1007/s10182-009-0108-3zbMath1331.62403OpenAlexW2006166405MaRDI QIDQ5963009

Saralees Nadarajah

Publication date: 25 February 2016

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-009-0108-3

zbMATH Keywords

estimationeconomicscomputer programsconsumer price indexLaplace distributionratio of random variables

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05) Statistical methods; economic indices and measures (91B82)

Related Items

Heterogeneous data analysis using a mixture of Laplace models with conjugate priors, The distribution of the quotient of two triangularly distributed random variables

Uses Software

• R
• AS 89

Cites Work

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