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Showing 1 to 1 of 1 for “"Normal Variance-Mean Mixture Models"”.
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Some new Laplace-based probability distributions for modeling data with pronounced peaks combined with heavy tails and outliers
… revisit the class of univariate uniform-Laplace mixture (ULM) distributions, which are well-suited to model these features with great flexibility. Our primary objective here is to address the estimation issues associated with this model. In turn, the ULM distributions can arise as marginal …