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Communications in Statistics - Theory and Methods Volume 38, 2009 - Issue 4
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Original Articles

On the Parameter Estimation of the Asymmetric Multivariate Laplace Distribution

Helle Visk Institute of Mathematical Statistics, University of Tartu, Tartu, EstoniaCorrespondence[email protected]
Pages 461-470 | Received 30 Jan 2008, Accepted 28 May 2008, Published online: 07 Jan 2009

Citations (9)

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Krzysztof Podgórski & Jörg Wegener. (2011) Estimation for Stochastic Models Driven by Laplace Motion. Communications in Statistics - Theory and Methods 40:18, pages 3281-3302.
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Articles from other publishers (8)

Yu-Zhu Tian, Man-Lai Tang & Mao-Zai Tian. (2021) Bayesian joint inference for multivariate quantile regression model with L$$_{1/2}$$ penalty. Computational Statistics 36:4, pages 2967-2994.
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Kai Chen, Twan van Laarhoven & Elena Marchiori. (2021) Gaussian processes with skewed Laplace spectral mixture kernels for long-term forecasting. Machine Learning 110:8, pages 2213-2238.
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Tõnu Kollo. 2021. Multivariate, Multilinear and Mixed Linear Models. Multivariate, Multilinear and Mixed Linear Models 17 40 .
Müge BORAZAN ÇELİKBIÇAK & Serpil AKTAŞ. (2020) Parameter estimates for two-way repeated measurement MANOVA based on multivariate Laplace distribution. Hacettepe Journal of Mathematics and Statistics 49:4, pages 1533-1549.
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Werner Hürlimann. (2013) A moment method for the multivariate asymmetric Laplace distribution. Statistics & Probability Letters 83:4, pages 1247-1253.
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Tomasz J. Kozubowski, Krzysztof Podgórski & Igor Rychlik. (2013) Multivariate generalized Laplace distribution and related random fields. Journal of Multivariate Analysis 113, pages 59-72.
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Tõnu Kollo, Anne Selart & Helle Visk. 2013. Combinatorial Matrix Theory and Generalized Inverses of Matrices. Combinatorial Matrix Theory and Generalized Inverses of Matrices 63 72 .
Konstantinos Fragiadakis & Simos G. Meintanis. (2011) Goodness-of-fit tests for multivariate Laplace distributions. Mathematical and Computer Modelling 53:5-6, pages 769-779.
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