Applications of the normal Laplace and generalized normal Laplace distributions.

Applications of the normal Laplace and generalized normal Laplace distributions.

Two parametric models for income and financial return distributions are presented. There are the four-parameter normal Laplace (NL) and the five-parameter generalized normal Laplace (GNL) distributions. Their properties are discussed; furthermore, estimation of the parameters by the method of mom...

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Bibliographic Details
Main Author: Wu, Fan
Other Authors: Reed, William J.
Language:English
en
Published: 2008
Subjects:
Parametric models
income distribution
UVic Subject Index::Sciences and Engineering::Mathematics
Online Access:http://hdl.handle.net/1828/1215

Internet

http://hdl.handle.net/1828/1215

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