Likelihood and Quadratic Distance Methods for the Generalized Asymmetric Laplace Distribution for Financial Data

Open Journal of Statistics ◽

10.4236/ojs.2017.72025 ◽

2017 ◽

Vol 07 (02) ◽

pp. 347-368

Author(s):

Andrew Luong

Keyword(s):

Laplace Distribution ◽

Financial Data ◽

Asymmetric Laplace Distribution ◽

Distance Methods ◽

Quadratic Distance

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Error Modeling via Asymmetric Laplace Distribution for Deep Neural Network Based Single-Channel Speech Enhancement

10.21437/interspeech.2018-1439 ◽

2018 ◽

Author(s):

Li Chai ◽

Jun Du ◽

Chin-Hui Lee

Keyword(s):

Neural Network ◽

Speech Enhancement ◽

Deep Neural Network ◽

Single Channel ◽

Laplace Distribution ◽

Error Modeling ◽

Asymmetric Laplace Distribution

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A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution

Annals of Operations Research ◽

10.1007/s10479-014-1654-y ◽

2014 ◽

Vol 226 (1) ◽

pp. 727-739 ◽

Author(s):

Shangmei Zhao ◽

Qing Lu ◽

Liyan Han ◽

Yong Liu ◽

Fei Hu

Keyword(s):

Portfolio Optimization ◽

Optimization Model ◽

Laplace Distribution ◽

Asymmetric Laplace Distribution ◽

Model Based ◽

Portfolio Optimization Model

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General quadratic distance methods for discrete distributions definable recursively

Insurance Mathematics and Economics ◽

10.1016/s0167-6687(02)00100-2 ◽

2002 ◽

Vol 30 (2) ◽

pp. 255-267 ◽

Author(s):

Andrew Luong ◽

Louis G. Doray

Keyword(s):

Discrete Distributions ◽

Distance Methods ◽

Quadratic Distance

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Bayesian quantile regression with the asymmetric Laplace distribution

Flexible Bayesian Regression Modelling ◽

10.1016/b978-0-12-815862-3.00007-x ◽

2020 ◽

pp. 1-25

Author(s):

J.-L. Dortet-Bernadet ◽

Y. Fan ◽

T. Rodrigues

Keyword(s):

Quantile Regression ◽

Laplace Distribution ◽

Asymmetric Laplace Distribution ◽

Bayesian Quantile Regression

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A latent class based imputation method under Bayesian quantile regression framework using asymmetric Laplace distribution for longitudinal medication usage data with intermittent missing values

Journal of Biopharmaceutical Statistics ◽

10.1080/10543406.2019.1684306 ◽

2019 ◽

Vol 30 (1) ◽

pp. 160-177 ◽

Author(s):

Minjae Lee ◽

Mohammad H. Rahbar ◽

Lianne S. Gensler ◽

Matthew Brown ◽

Michael Weisman ◽

...

Keyword(s):

Quantile Regression ◽

Missing Values ◽

Latent Class ◽

Laplace Distribution ◽

Imputation Method ◽

Medication Usage ◽

Asymmetric Laplace Distribution ◽

Bayesian Quantile Regression ◽

Regression Framework ◽

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A Three-Parameter Asymmetric Laplace Distribution and Its Extension

Communication in Statistics- Theory and Methods ◽

10.1080/03610920500199018 ◽

2005 ◽

Vol 34 (9-10) ◽

pp. 1867-1879 ◽

Author(s):

Keming Yu ◽

Jin Zhang

Keyword(s):

Laplace Distribution ◽

Asymmetric Laplace Distribution

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Study on Financial Market Risk Measurement Based on Asymmetric Laplace Distribution

American Journal of Theoretical and Applied Statistics ◽

10.11648/j.ajtas.20150404.16 ◽

2015 ◽

Vol 4 (4) ◽

pp. 264

Author(s):

Hong Zhang

Keyword(s):

Financial Market ◽

Laplace Distribution ◽

Market Risk ◽

Risk Measurement ◽

Asymmetric Laplace Distribution ◽

Financial Market Risk

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Simulated Minimum Quadratic Distance Methods Using Grouped Data for Some Bivariate Continuous Models

Open Journal of Statistics ◽

10.4236/ojs.2018.82024 ◽

2018 ◽

Vol 08 (02) ◽

pp. 362-389

Author(s):

Andrew Luong

Keyword(s):

Grouped Data ◽

Distance Methods ◽

Continuous Models ◽

Quadratic Distance

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A moment method for the multivariate asymmetric Laplace distribution

Statistics & Probability Letters ◽

10.1016/j.spl.2013.01.026 ◽

2013 ◽

Vol 83 (4) ◽

pp. 1247-1253 ◽

Author(s):

Werner Hürlimann

Keyword(s):

Moment Method ◽

Laplace Distribution ◽

Asymmetric Laplace Distribution

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Minimum Quadratic Distance Methods Using Grouped Data for Parametric Families of Copulas

Open Journal of Statistics ◽

10.4236/ojs.2018.83028 ◽

2018 ◽

Vol 08 (03) ◽

pp. 427-456

Author(s):

Andrew Luong

Keyword(s):

Grouped Data ◽

Distance Methods ◽

Parametric Families ◽

Quadratic Distance

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