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Expected distances and goodness-of-fit for the asymmetric Laplace distribution

Author

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  • Rizzo, Maria L.
  • Haman, John T.

Abstract

New results on expected distances for the asymmetric Laplace distribution are derived and applied to develop a new goodness-of-fit test for the asymmetric Laplace distribution based on the energy distance.

Suggested Citation

  • Rizzo, Maria L. & Haman, John T., 2016. "Expected distances and goodness-of-fit for the asymmetric Laplace distribution," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 158-164.
    • Handle: RePEc:eee:stapro:v:117:y:2016:i:c:p:158-164
    DOI: 10.1016/j.spl.2016.05.006
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    References listed on IDEAS

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    1. Gabor J. Szekely & Maria L. Rizzo, 2005. "Hierarchical Clustering via Joint Between-Within Distances: Extending Ward's Minimum Variance Method," Journal of Classification, Springer;The Classification Society, vol. 22(2), pages 151-183, September.
    2. Szekely, Gábor J. & Rizzo, Maria L., 2005. "A new test for multivariate normality," Journal of Multivariate Analysis, Elsevier, vol. 93(1), pages 58-80, March.
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