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Which is the right Laplace. (English) Zbl 1135.62335
Cuadras, Carles M. (ed.) et al., Distributions with given marginals and statistical modelling. Papers presented at the meeting, Barcelona, Spain, July 17–20, 2000. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-0914-3/hbk). 125-141 (2002).
Summary: A comparison between the Laplace (doubly exponential) and Gauss-Laplace (normal) distribution is carried out – both in invarate and multivariate settings.
For the entire collection see [Zbl 1054.62002].
MSC:
62H05 Characterization and structure theory for multivariate probability distributions; copulas
62E10 Characterization and structure theory of statistical distributions
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