Estimation and testing of parameters in multivariate Laplace distribution

Communications in Statistics - Theory and Methods

Volumn 33, Issue 10, 2004, Pages 2363-2387

  Kollo, Tõnu ^a   Srivastava, Muni S ^b  

^a UNIVERSITY OF TARTU   (Estonia)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

Characteristic function; Kurtosis; Matrix derivative; Multivariate cumulants; Multivariate laplace distribution; Multivariate moments; Skewness

Indexed keywords

LAPLACE TRANSFORMS; MATHEMATICAL OPERATORS; MATRIX ALGEBRA; PROBABILITY DENSITY FUNCTION; STATISTICAL METHODS; VECTORS;

CHARACTERISTIC FUNCTION; KURTOSIS; MATRIX DERIVATIVE; MAULTIVARIATE LAPLACE DISTRIBUTION; MULTIVARIATE CUMULANTS; MULTIVARIATE MOMENTS; SKEWNESS;

PARAMETER ESTIMATION;

EID: 9944247629     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-200031408     Document Type: Article

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