Variations on the Univariate and Bivariate Asymmetric Laplace Themes

Barry C. Arnold () and Matthew A. Arvanitis ()
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Barry C. Arnold: University of California
Matthew A. Arvanitis: USDA Forest Products Laboratory

A chapter in Directional and Multivariate Statistics, 2025, pp 213-238 from Springer

Abstract: Abstract Univariate symmetric and asymmetric Laplace (AL) models are reviewed together with certain related mixture models. Discrete versions of those models are then considered. Bivariate extensions of both the continuous and discrete models are discussed in some detail. Brief comments are provided on possible parameter estimation strategies in both univariate and bivariate cases. Discussion is provided dealing with certain related stochastic processes. Analogous gamma-difference models are introduced.

Date: 2025
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DOI: 10.1007/978-981-96-2004-3_12

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