Advanced search
Publication Cover
Communications in Statistics - Theory and Methods Volume 33, 2005 - Issue 10
Submit an article Journal homepage
461
Views
32
CrossRef citations to date
0
Altmetric
Original Articles

Estimation and Testing of Parameters in Multivariate Laplace Distribution

Tõnu Kollo Institute of Mathematical Statistics, University of Tartu, Tartu, Estonia; Institute of Mathematical Statistics, University of Tartu, J. Liivi 2, Tartu, 50409, EstoniaCorrespondence[email protected]
&
Muni S. Srivastava Department of Statistics, University of Toronto, Toronto, Canada
Pages 2363-2387 | Published online: 15 Feb 2007

Citations (32)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (2)

Hyoung-Moon Kim & Chiwhan Kim. (2017) Moments of scale mixtures of skew-normal distributions and their quadratic forms. Communications in Statistics - Theory and Methods 46:3, pages 1117-1126.
Read now
Helle Visk. (2009) On the Parameter Estimation of the Asymmetric Multivariate Laplace Distribution. Communications in Statistics - Theory and Methods 38:4, pages 461-470.
Read now

Articles from other publishers (30)

Nicola Loperfido. (2024) The skewness of mean–variance normal mixtures. Journal of Multivariate Analysis 199, pages 105242.
Crossref
Jianhong Shi, Linruo Guo, Xiuqin Bai & Weixing Song. (2022) Extrapolation in parametric models with Laplace measurement error. Stat 11:1.
Crossref
Jianhong Shi, Xiuqin Bai & Weixing Song. (2022) Tweedie-type formulae for a multivariate Laplace distribution. Statistics & Probability Letters 183, pages 109329.
Crossref
Reinaldo B. Arellano-Valle & Adelchi Azzalini. (2021) Some properties of the unified skew-normal distribution. Statistical Papers 63:2, pages 461-487.
Crossref
Sharon X. Lee & Geoffrey J. McLachlan. (2022) An overview of skew distributions in model-based clustering. Journal of Multivariate Analysis 188, pages 104853.
Crossref
Cinzia Franceschini & Nicola Loperfido. 2022. Mathematical and Statistical Methods for Actuarial Sciences and Finance. Mathematical and Statistical Methods for Actuarial Sciences and Finance 260 265 .
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.
Crossref
Nicola Loperfido. (2021) Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection. Journal of Multivariate Analysis 186, pages 104809.
Crossref
Nicola Loperfido. (2021) On a Vector-Valued Measure of Multivariate Skewness. Symmetry 13:10, pages 1817.
Crossref
Farrukh Javed, Nicola Loperfido & Stepan Mazur. (2021) Edgeworth expansions for multivariate random sums. Econometrics and Statistics.
Crossref
Me’raj Abdi, Mohsen Madadi, Narayanaswamy Balakrishnan & Ahad Jamalizadeh. (2021) Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness. Journal of Multivariate Analysis 181, pages 104679.
Crossref
György TerdikGyörgy Terdik. 2021. Multivariate Statistical Methods. Multivariate Statistical Methods 313 349 .
György TerdikGyörgy Terdik. 2021. Multivariate Statistical Methods. Multivariate Statistical Methods 241 311 .
Tõnu Kollo. 2021. Multivariate, Multilinear and Mixed Linear Models. Multivariate, Multilinear and Mixed Linear Models 17 40 .
Samantha Sherman & Tamara G. Kolda. (2020) Estimating Higher-Order Moments Using Symmetric Tensor Decomposition. SIAM Journal on Matrix Analysis and Applications 41:3, pages 1369-1387.
Crossref
Nicola Loperfido. (2020) Some remarks on Koziol’s kurtosis. Journal of Multivariate Analysis 175, pages 104565.
Crossref
Geoffrey J. McLachlan & Sharon X. Lee. 2019. Statistics and Data Science. Statistics and Data Science 57 67 .
Yue Shi, Chi Tim Ng & Ka-Fai Cedric Yiu. (2018) Portfolio selection based on asymmetric Laplace distribution, coherent risk measure, and expectation-maximization estimation. Quantitative Finance and Economics 2:4, pages 776-797.
Crossref
Geoffrey J. McLachlan & Sharon X. Lee. (2016) Comment on “On nomenclature, and the relative merits of two formulations of skew distributions” by A. Azzalini, R. Browne, M. Genton, and P. McNicholas. Statistics & Probability Letters 116, pages 1-5.
Crossref
Gabriele Fiorentini, Christophe Planas & Alessandro Rossi. (2016) Skewness and kurtosis of multivariate Markov-switching processes. Computational Statistics & Data Analysis 100, pages 153-159.
Crossref
Jari Miettinen, Sara Taskinen, Klaus Nordhausen & Hannu Oja. (2015) Fourth Moments and Independent Component Analysis. Statistical Science 30:3.
Crossref
Kazuyuki Koizumi, Takuma Sumikawa & Tatjana Pavlenko. (2014) Measures of multivariate skewness and kurtosis in high-dimensional framework. SUT Journal of Mathematics 50:2.
Crossref
Nicola Loperfido. 2014. Mathematical and Statistical Methods for Actuarial Sciences and Finance. Mathematical and Statistical Methods for Actuarial Sciences and Finance 129 132 .
Werner Hürlimann. (2013) A moment method for the multivariate asymmetric Laplace distribution. Statistics & Probability Letters 83:4, pages 1247-1253.
Crossref
Nicola Loperfido. (2013) Skewness and the linear discriminant function. Statistics & Probability Letters 83:1, pages 93-99.
Crossref
N. Balakrishnan & Bruno Scarpa. (2012) Multivariate measures of skewness for the skew-normal distribution. Journal of Multivariate Analysis 104:1, pages 73-87.
Crossref
Olcay Arslan. (2008) An alternative multivariate skew Laplace distribution: properties and estimation. Statistical Papers 51:4, pages 865-887.
Crossref
Matteo Bottai & Jiajia Zhang. (2010) Laplace regression with censored data. Biometrical Journal 52:4, pages 487-503.
Crossref
Chin Diew Lai & N. BalakrishnanN. Balakrishna & Chin Diew Lai. 2009. Continuous Bivariate Distributions. Continuous Bivariate Distributions 591 622 .
Tõnu Kollo. (2008) Multivariate skewness and kurtosis measures with an application in ICA. Journal of Multivariate Analysis 99:10, pages 2328-2338.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.