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Multitude of Laplace distributions

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  • Tomasz Kozubowski
  • Saralees Nadarajah

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  • Tomasz Kozubowski & Saralees Nadarajah, 2010. "Multitude of Laplace distributions," Statistical Papers, Springer, vol. 51(1), pages 127-148, January.
  • Handle: RePEc:spr:stpapr:v:51:y:2010:i:1:p:127-148
    DOI: 10.1007/s00362-008-0127-2
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    3. Bottazzi, G. & Sapio, S. & Secchi, A., 2005. "Some statistical investigations on the nature and dynamics of electricity prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 54-61.
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    10. Ning Xi & Ning Ding & Yougui Wang, 2005. "How Required Reserve Ratio Affects Distribution and Velocity of Money," Papers physics/0507160, arXiv.org.
    11. William McGill, 1962. "Random fluctuations of response rate," Psychometrika, Springer;The Psychometric Society, vol. 27(1), pages 3-17, March.
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    13. Hadri, Kaddour, 1996. "A note on Sargan densities," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 285-290.
    14. Bottazzi, Giulio & Secchi, Angelo, 2003. "Why are distributions of firm growth rates tent-shaped?," Economics Letters, Elsevier, vol. 80(3), pages 415-420, September.
    15. N. R. J. Fieller & E. C. Flenley & W. Olbricht, 1992. "Statistics of Particle Size Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 41(1), pages 127-146, March.
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    Cited by:

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    3. Kang-Ping Lu & Shao-Tung Chang, 2022. "Robust Switching Regressions Using the Laplace Distribution," Mathematics, MDPI, vol. 10(24), pages 1-24, December.
    4. Punzo, Antonio & Bagnato, Luca, 2021. "Modeling the cryptocurrency return distribution via Laplace scale mixtures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).

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