A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations-Reference-Cited by-同舟云学术

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A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations

Published:2005-03 Issue:4 Volume:71 Page:383-394
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Kotz Samuel,van Dorp J. René

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference25 articles.

1. A progress report on the training of probability assessors;Alpert,1982

2. The PERT model for the distribution of an activity;Clark;Oper. Res.,1962

3. Making Hard Decisions, with Decision Tools;Clemen,2001

4. Implementing effective risk analysis at Getty oil company;Davidson;Interfaces,1980

5. A novel extension of the triangular distribution and its parameter estimation;van Dorp;The Statistician,2002

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1. The Effect of the Underlying Distribution in Hurst Exponent Estimation;PLOS ONE;2015-05-28

2. Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model;Econometrics of Risk;2014-12-16

3. Indirect parameter elicitation procedures for some distributions with bounded support – with applications in Program Evaluation and Review Technique (PERT);Structure and Infrastructure Engineering;2012-04

4. Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support;Statistical Methods & Applications;2011-09-03

5. Connecting Distributions with Power Tails on the Real Line, the Half Line and the Interval;International Statistical Review;2007-04

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