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Univariate symmetric and asymmetric Laplace (AL) models are reviewed together with certain related mixture models. Discrete versions of those models are then considered. Bivariate extensions of both the continuous and discrete models are discussed in some detail. Brief comments are provided on possible parameter estimation strategies in both univariate and bivariate cases. Discussion is provided dealing with certain related stochastic processes. Analogous gamma-difference models are introduced.

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Variations on the Univariate and Bivariate Asymmetric Laplace Themes

  • 章节

  • 发表日期：

    2025年

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  • Barry C. Arnold,
  • Matthew A. Arvanitis

摘要

Univariate symmetric and asymmetric Laplace (AL) models are reviewed together with certain related mixture models. Discrete versions of those models are then considered. Bivariate extensions of both the continuous and discrete models are discussed in some detail. Brief comments are provided on possible parameter estimation strategies in both univariate and bivariate cases. Discussion is provided dealing with certain related stochastic processes. Analogous gamma-difference models are introduced.