Voltar
Artigo Revisado por pares
BIBTEX RIS

A Three-Parameter Asymmetric Laplace Distribution and Its Extension

2005; Taylor & Francis; Volume: 34; Issue: 9-10 Linguagem: Inglês

10.1080/03610920500199018

ISSN

1532-415X

Autores

Keming Yu, Jin Zhang,

Tópico(s)

Hydrology and Drought Analysis

Resumo

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. Keywords: Asymmetric Laplace distributionParameter estimationQuantile Acknowledgments We thank Dr. Alan Watkins and a referee for thoughtful comments which led to a substantial improvement of the article.

Referência(s)