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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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    4. 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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    8. Xi, Ning & Ding, Ning & Wang, Yougui, 2005. "How required reserve ratio affects distribution and velocity of money," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 357(3), pages 543-555.
    9. Linden, Mikael, 2001. "A Model for Stock Return Distribution," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(2), pages 159-169, April.
    10. J. K. Lindsey & W. D. Byrom & J. Wang & P. Jarvis & B. Jones, 2000. "Generalized Nonlinear Models for Pharmacokinetic Data," Biometrics, The International Biometric Society, vol. 56(1), pages 81-88, March.
    11. Zeckhauser, Richard & Thompson, Mark, 1970. "Linear Regression with Non-Normal Error Terms," The Review of Economics and Statistics, MIT Press, vol. 52(3), pages 280-286, August.
    12. Hadri, Kaddour, 1996. "A note on Sargan densities," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 285-290.
    13. Bottazzi, Giulio & Secchi, Angelo, 2003. "Why are distributions of firm growth rates tent-shaped?," Economics Letters, Elsevier, vol. 80(3), pages 415-420, September.
    14. 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.
    15. Yu, Keming & Moyeed, Rana A., 2001. "Bayesian quantile regression," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 437-447, October.
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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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