Esscher-transformed laplace distribution revisited
(2016) In Brazilian Journal of Probability and Statistics 30(3). p.432-434- Abstract
We show that the family of Esscher-transformed Laplace distributions is a subclass of asymmetric Laplace laws.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/85d0c065-e4c7-4738-aed9-d057aef0cad5
- author
- Kozubowski, Tomasz J. and Podgórski, Krzysztof LU
- organization
- publishing date
- 2016-08-01
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- Asymmetric Laplace law, Esscher transform, Skew double-exponential distribution
- in
- Brazilian Journal of Probability and Statistics
- volume
- 30
- issue
- 3
- pages
- 3 pages
- publisher
- Associacao Brasileira de Estatistica
- external identifiers
-
- scopus:84979871418
- wos:000380991200005
- ISSN
- 0103-0752
- DOI
- 10.1214/15-BJPS287
- language
- English
- LU publication?
- yes
- id
- 85d0c065-e4c7-4738-aed9-d057aef0cad5
- date added to LUP
- 2016-12-13 11:19:18
- date last changed
- 2024-01-04 18:54:31
@article{85d0c065-e4c7-4738-aed9-d057aef0cad5,
abstract = {{<p>We show that the family of Esscher-transformed Laplace distributions is a subclass of asymmetric Laplace laws.</p>}},
author = {{Kozubowski, Tomasz J. and Podgórski, Krzysztof}},
issn = {{0103-0752}},
keywords = {{Asymmetric Laplace law; Esscher transform; Skew double-exponential distribution}},
language = {{eng}},
month = {{08}},
number = {{3}},
pages = {{432--434}},
publisher = {{Associacao Brasileira de Estatistica}},
series = {{Brazilian Journal of Probability and Statistics}},
title = {{Esscher-transformed laplace distribution revisited}},
url = {{http://dx.doi.org/10.1214/15-BJPS287}},
doi = {{10.1214/15-BJPS287}},
volume = {{30}},
year = {{2016}},
}