Tweedie-type formulae for a multivariate Laplace distribution

DOI10.1016/j.spl.2021.109329zbMath1480.62090OpenAlexW4200082903MaRDI QIDQ2667583

Xiuqin Bai, Jian-Hong Shi, Wei-xing Song

Publication date: 4 March 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109329

zbMATH Keywords

measurement errormultivariate Laplace distributionTweedie-type formula

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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• An L1-type estimator of multivariate location and shape
• Estimation and Testing of Parameters in Multivariate Laplace Distribution
• Measurement Error in Nonlinear Models

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