A three-parameter asymmetric Laplace distribution and its extension. (English) Zbl 1072.62005
Summary: 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 quantiles and quantile regression. Properties of the new distribution are presented. Application is made to a flood data modeling example.
MSC:
| 62E10 | Characterization and structure theory of statistical distributions |
| 62F10 | Point estimation |
References:
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