| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152171 | Statistics & Probability Letters | 2013 | 7 Pages |
Abstract
A moment method for the three parameter multivariate asymmetric Laplace distribution is considered. It is based on the star product of both the coskewness and cokurtosis tensors. It improves on an earlier moment method by Visk (2009) and shows that the covariance matrix of this multivariate distribution is functionally dependent upon coskewness and cokurtosis.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Werner Hürlimann,