The multivariate asymmetric slash Laplace distribution and its applications

BINDU PUNATHUMPARAMBATH
We have introduced a multivariate asymmetric-slash Laplace distribution, a flexible distribution that can take skewness and heavy tails into account. This distribution is useful in simulation studies where it can introduce distributional challenges in order to evaluate a statistical procedure. It is also useful in analyzing data sets that do not follow the normal law. We have used the microarray data set for illustration. The asymmetric slash Laplace distribution provides the possibility of modelling impulsiveness...