A note on computing maximum likelihood estimates for the three-parameter asymmetric Laplace distribution

DOI10.1016/j.amc.2023.128381OpenAlexW4387629040MaRDI QIDQ6090290

Stephen E. Wright

Publication date: 14 November 2023

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2023.128381

zbMATH Keywords

skewed distributiondouble-exponential distribution

Mathematics Subject Classification ID

Parametric inference (62Fxx) Applications of statistics (62Pxx) Statistical distribution theory (62Exx)

Cites Work

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• Random fluctuations of response rate
• Tests of fit for the asymmetric Laplace distribution
• Estimation of the Pareto law from underreported data. A further analysis
• Maximum likelihood estimation of asymmetric Laplace parameters
• Goodness of Fit and Related Inference Processes for Quantile Regression
• A Three-Parameter Asymmetric Laplace Distribution and Its Extension

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