A Three-Parameter Asymmetric Laplace Distribution and Its Extension

By Keming Yu, Jin Zhang. 2005

285 citations recorded by the source corpus.

Subfields: Global and Planetary Change, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/6433014853f9c11d8d58caaceef547cff450e191

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Global and Planetary Change

In Statistics and Probability

Citations in the corpus

A note on gamma difference distributions (2015, unknown): “Different generalizations of the (asymmetric) Laplace distribution can be found in Section 4.4 of Kotz et al.,[16] and in [17].”
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression (2015, methodology): “This algorithm is similar to the one proposed in Hinkley and Revankar (1997) and Yu and Zhang (2005) that Brought to you by | Universitat Autònoma de Barcelona Authenticated | Gabriel.Montes-Rojas.1@city.ac.uk author's copy Download Date | 3/6/15 9:59 AM compute the estimators for ML under the ALPD.”
Bayesian quantile regression for count data with application to environmental epidemiology (2010, background): “This distribution has location parameter μk.τ / and scale parameter σ.τ /, and further details can be found in Yu and Zhang (2005).”
Posterior Consistency of Bayesian Quantile Regression Based on the Misspecified Asymmetric Laplace Density (2013, unknown): “For some other properties of ALD, see Yu and Zhang (2005).”
A partially collapsed Gibbs sampler for Bayesian quantile regression (2009, unknown): “If X ∼ AL(µ, τ, p), the moment generating function MX(t) = exp(tX) is given by MX(t) = τ 2p(1− p) exp(µt) (τp− t)(τ(1− p) + t) , −τ(1− p) t τp (12) (Yu and Zhang, 2005).”
A generalized class of skew distributions and associated robust quantile regression models (2014, methodology): “Yu & Zhang (2005) give a slightly different parametrization of the pdf for the skew Laplace distribution.”
Gibbs sampling methods for Bayesian quantile regression (2011, background): “Some other properties of the asymmetric Laplace distribution can be found inYu and Zhang [12].”
Bayesian analysis of a Tobit quantile regression model (2007, methodology): “To introduce the Bayesian framework for the Tobit censoring model, that is, to derive a parametric distribution based likelihood for any posterior inference, let us recall the asymmetric Laplace distributions discussed in Yu and Zhang (2005).”