Multivariate Escher Transformed Laplace Distribution and Its Generalization
This paper we introduced a new distribution namely the multivariate Esscher transformed Laplace distribution. Various properties of the distribution are studied and the applications are discussed. Further we develop an autoregressive process with multivariate ETL marginal and study its properties. A...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2020-07-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/125942397/view |