A gradient search maximization algorithm for the asymmetric Laplace likelihood

Author： Bottai Matteo   Orsini Nicola   Geraci Marco  

Publisher： Taylor & Francis Ltd

E-ISSN： 1563-5163|85|10|1919-1925

ISSN： 0094-9655

Source： Journal of Statistical Computation and Simulation, Vol.85, Iss.10, 2015-07, pp. : 1919-1925

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