论文信息 - A Three-Parameter Asymmetric Laplace Distribution and Its Extension

A Three-Parameter Asymmetric Laplace Distribution and Its Extension

ABSTRACT In this article, a new three-parameter asymmetric Laplace distribution and its extension are introduced. This includes as special case the symmetric Laplace double-exponential distribution. The distribution has established a direct link to estimation of quantile and quantile regression. Properties of the new distribution are presented. Application is made to a flood data modeling example.

Keming Yu | Jin Zhang | K. Yu

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