On the Characteristic Function for Asymmetric Exponential Power Distributions

DOI10.1080/07474938.2011.608000zbMath1491.60035OpenAlexW2026559076MaRDI QIDQ5080155

Mahdi Teimouri, Saralees Nadarajah

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2011.608000

zbMATH Keywords

characteristic functionasymmetric exponential power distributionscomplex parameter wright generalized hypergeometric function

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Characteristic functions; other transforms (60E10)

Related Items (3)

Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R ⋮ On the characteristic function for asymmetric Student \(t\) distributions ⋮ Inferences from asymmetric multivariate exponential power distribution

Cites Work

• Unnamed Item
• Unnamed Item
• Properties and estimation of asymmetric exponential power distribution
• A consistent characteristic function-based test for conditional independence
• Spectral GMM estimation of continuous-time processes
• A simple test for multivariate conditional symmetry
• On the characteristic function of the generalized normal distribution
• Recursions for compound phase distributions
• Modeling and Inference with v-Spherical Distributions
• CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION
• Statistical Size Distributions in Economics and Actuarial Sciences
• POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS
• The Correlation between Variate-Values and Ranks in Samples from Complete Fourth Power Exponential Distribution
• The Asymptotic Expansion of the Generalized Hypergeometric Function

This page was built for publication: On the Characteristic Function for Asymmetric Exponential Power Distributions