The multivariate asymmetric slash Laplace distribution and its applications
We have introduced a multivariate asymmetric-slash Laplace distribution, a flexible distribution that can take skewness and heavy tails into account. This distribution is useful in simulation studies where it can introduce distributional challenges in order to evaluate a statistical procedure. It is...
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| Format: | Article |
| Language: | English |
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University of Bologna
2013-05-01
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| Series: | Statistica |
| Online Access: | http://rivista-statistica.unibo.it/article/view/3645 |