A multivariate generalized Laplace distributions design
type: Item
instance of: scholarly article
title: A multivariate generalized Laplace distributions design
zbMATH Open document ID: 0922.62043
author: Michael D. Ernst
published in: Computational Statistics
publication date: 1999-09-14T00:00:00Z
review text: A class of p-variate generalized Laplace distributions is defined as a class of distributions with density functions of the form \[ f(x)= K_{p,\lambda}| \Sigma| ^{-1/2}\exp\{-[(x-m)^{'}\Sigma^{-1}(x-m)]^{\lambda/2}\}, \] where vector \(m\in R^p\), \(\Sigma\) is \(p\times p\) symmetric positive definite matrix, \(p\geq 2\), and \(\lambda >0\). This class includes multivariate versions of the normal, Laplace and uniform distributions and has deep interrelations with elliptically contoured distributions. A method of simulation is described and certain bivariate density plots are given.
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 60E99
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1336627
zbMATH Keywords: Laplace distributions
zbMATH Keywords: bivariate densities
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1336627