A multivariate and asymmetric generalization of Laplace distribution

zbMath1035.60010MaRDI QIDQ1424609

Tomasz J. Kozubowski, Krzysztof Podgórski

Publication date: 16 March 2004

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

mixturesimulationelliptically contoured distributionBessel functiongeometric distributionLaplace distributiongeometric stable lawrandom summationheavy tailed modelling

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Large deviations (60F10)

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