An alternative multivariate skew Laplace distribution: properties and estimation

DOI10.1007/s00362-008-0183-7zbMath1247.60015OpenAlexW2028310103MaRDI QIDQ451461

Olcay Arslan

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-008-0183-7

zbMATH Keywords

robust estimationLaplace distributionheavy tailed distributionnormal variance-mean mixture distributionskewed distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Probability distributions: general theory (60E05)

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Uses Software

• QRM

Cites Work

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