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收藏 2009-11-11

1.Kotz,S.,Kozubowski,T.J.,and Podgorski,K.(2001). The Laplace Distribution and Generalizations: a Revisit with Applications to Communications , Economics , Engineering,and Finance,Birkhauser, Boston
2. Kotz,S.,Kozubowski,T.J.,and Podgorski,K.(2002).Maximum likelihood estimation of asymmetric Laplace parameters. Annals of the Institute of Statistical Mathematics,Vol.54
3. Kozubowski,T.J.,and Podgorski,K.(2000).A multivariate and asymmetric generlization of Laplace distribution.Computational Statistics,Vol.15
4. Kozubowski,T.J.,and Podgorski,K.(2001).Asymmetric Laplace laws and modeling financial data . Mathematical and Computer Modelling,Vol.34

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championqxb

2009-11-11 20:16:11

第一篇是书吧
只有电子版：http://books.google.com/books?hl=en&lr=&id=cb8B07hwULUC&oi=fnd&pg=PR11&dq=The+Laplace+Distribution+and+Generalizations:+a+Revisit+with+Applications+to+Communications&ots=mdUmvLyhhn&sig=RaUdpZggIcs3oRCKXUZsr6BCsAc#v=onepage&q=&f=false

第二篇
Maximum Likelihood Estimation of Asymmetric Laplace Parameters