Expected distances and goodness-of-fit for the asymmetric Laplace distribution

Maria L. Rizzo and John T. Haman

Statistics & Probability Letters, 2016, vol. 117, issue C, 158-164

Abstract: New results on expected distances for the asymmetric Laplace distribution are derived and applied to develop a new goodness-of-fit test for the asymmetric Laplace distribution based on the energy distance.

Keywords: Asymmetric Laplace; Goodness-of-fit; Energy distance; Expected distance (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.05.006

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