Parameter estimation in the quantile-based asymmetric Laplace distribution by using method of moments is studied in Gijbels et al. (2019a).
This is a vector of quantiles.
This is the index parameter α. If α is unknown, the it should be NULL which is default option. In this case, the sample skewness will be used to estimate α. If α is known, then the value of α has to be specified in the function.
momALaD provides the method of moments estimates of the unknown parameters of the distribution.
Gijbels, I., Karim, R. and Verhasselt, A. (2019a). On quantile-based asymmetric family of distributions: properties and inference. International Statistical Review, https://doi.org/10.1111/insr.12324.
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