English

Matrix variate and tensor variate Laplace distributions

Probability 2021-06-23 v9

Abstract

In this article, we define a matrix variate asymmetric Laplace distribution. We prove some properties of the matrix variate asymmetric Laplace distribution. We prove the relationship between the matrix variate asymmetric Laplace distribution and other distributions. We define a matrix variate generalized asymmetric Laplace distribution. We prove some properties of the matrix variate generalized asymmetric Laplace distribution. We prove the relationship between the matrix variate generalized asymmetric Laplace distribution and other distributions. We define a tensor variate asymmetric Laplace distribution. We prove some properties of the tensor variate asymmetric Laplace distribution. We prove the relationship between the tensor variate asymmetric Laplace distribution and other distributions. We define a tensor variate generalized asymmetric Laplace distribution. We prove some properties of the tensor variate generalized asymmetric Laplace distribution. We prove the relationship between the tensor variate generalized asymmetric Laplace distribution and other distributions.

Keywords

Cite

@article{arxiv.2104.05669,
  title  = {Matrix variate and tensor variate Laplace distributions},
  author = {Yurii Yurchenko},
  journal= {arXiv preprint arXiv:2104.05669},
  year   = {2021}
}

Comments

15 pages

R2 v1 2026-06-24T01:05:31.831Z