A note on computing maximum likelihood estimates for the three-parameter asymmetric Laplace distribution

DOI10.1016/J.AMC.2023.128381MaRDI QIDQ6090290zbMATH OpenOpenAlexFDO

Authors Stephen E. Wright

Publication date 14 November 2023

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2023.128381

zbMATH Keywords

double-exponential distributionskewed distribution

Mathematics Subject Classification ID

Statistical distribution theory (62Exx) Parametric inference (62Fxx) Applications of statistics (62Pxx)

Recommendations

• Maximum likelihood estimation of asymmetric Laplace parameters
• A Three-Parameter Asymmetric Laplace Distribution and Its Extension
• A gradient search maximization algorithm for the asymmetric Laplace likelihood
• Maximum likelihood parameter estimation in the three-parameter log-normal distribution using the continuation method
• On the Parameter Estimation of the Asymmetric Multivariate Laplace Distribution

Cites work

• A Three-Parameter Asymmetric Laplace Distribution and Its Extension
• Estimation of the Pareto law from underreported data. A further analysis
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Handbook of quantile regression
• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
• Maximum likelihood estimation of asymmetric Laplace parameters
• Random fluctuations of response rate
• Tests of fit for the asymmetric Laplace distribution

This page was built for publication: A note on computing maximum likelihood estimates for the three-parameter asymmetric Laplace distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6090290)