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Wright, 2024 - Google Patents

A note on computing maximum likelihood estimates for the three-parameter asymmetric Laplace distribution

Wright, 2024

Document ID
14054223849113734987
Author
Wright S
Publication year
Publication venue
Applied Mathematics and Computation

External Links

Snippet

A finite-step procedure is proposed for maximum likelihood estimation of the three- parameter asymmetric Laplace distribution. Its performance is compared with the iterative method most commonly used for this distribution. The new procedure is much faster and …
Continue reading at www.sciencedirect.com (other versions)

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