Characteristic function of the SGT distribution

DOI10.1080/02331888.2010.538475zbMath1254.60024OpenAlexW2024370399MaRDI QIDQ3143480

Tibor K. Pogány, Saralees Nadarajah

Publication date: 30 November 2012

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.538475

zbMATH Keywords

characteristic functionskew generalized \(t\) distributionWright generalized hypergeometric \(\Psi\)-function

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Characteristic functions; other transforms (60E10) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

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