The true characteristic function of the F distribution

DOI10.1093/biomet/69.1.261zbMath0481.60027OpenAlexW2312259339MaRDI QIDQ3938950

Peter C. B. Phillips

Publication date: 1982

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/69.1.261

zbMATH Keywords

momentconfluent hypergeometric functionasymptotic seriestail probability expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10) Classical hypergeometric functions, ({}_2F_1) (33C05)

Related Items (6)

Joint moments of a characteristic polynomial and its derivative for the circular \(\beta \)-ensemble ⋮ A simple proof of the characteristic function of Student’s t-distribution ⋮ A new test of independence for high-dimensional data ⋮ The Tail Stein's Identity with Applications to Risk Measures ⋮ On the exact computation of the density and of the quantiles of linear combinations of \(t\) and \(F\) random variables ⋮ A new regression model for positive random variables with skewed and long tail

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