The Normal-Laplace Distribution and Its Relatives
By W. Reed. 2006
81 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Andrew Bray
- Canyon Foot
- Yatharth Dubey
- Wenxin Du
- Matteo Bottai
- Monica Moniot
- Aleksandra Korolova
- Marco Geraci
In Management Science and Operations Research
- Andrew Bray
- Canyon Foot
- Yatharth Dubey
- Wenxin Du
- Matteo Bottai
- Monica Moniot
- Aleksandra Korolova
- Marco Geraci
Citations in the corpus
- The Power of the Hybrid Model for Mean Estimation (2018, methodology): “The derivations of second moments for the Laplace distribution, Normal distribution, and the Normal-Laplace distribution [Reed, 2006], which are needed to compute the squared errors, can be found in Appendix A.”
- Differentially Private Confidence Intervals (2020, methodology): “Reed in 2006 [15] introduces the useful Normal-Laplace distribution and provides its cdf and pdf.”
- Linear quantile mixed models (2013, background): “The integral above can be recognized as a normal-Laplace convolution (Reed, 2006).”