Everyone agrees the normal distribution isn't a great statistical model for stock market returns, but no generally accepted alternative has emerged. A bottom-up simulation points to the Laplace ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 49, No. 3 (September/septembre 2021), pp. 698-730 (33 pages) We propose a flexible Bayesian semiparametric quantile ...
Recent empirical studies have shown that firm growth rate distribution is not Gaussian but closely follows a Laplace distribution. This robust feature of the growth rate distribution challenges ...
Williams, A. and Louis, L. (2026) Cumulative Link Modeling of Ordinal Outcomes in the National Health Interview Survey Data: Application to Depressive Symptom Severity. Journal of Data Analysis and ...