Journal
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Volume 34, Issue 9-10, Pages 1867-1879Publisher
TAYLOR & FRANCIS INC
DOI: 10.1080/03610920500199018
Keywords
asymmetric Laplace distribution; parameter estimation; quantile
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In this article, 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 quantile and quantile regression. Properties of the new distribution are presented. Application is made to a flood data modeling example.
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