Characteristic function and moment generating function of multivariate folded normal distribution

DOI10.1007/S00362-025-01711-ZMaRDI QIDQ6972757zbMATH OpenFDO

Authors Matej Benko, Zuzana Hübnerová, Viktor Witkovský

Publication date 11 June 2025

Published in Statistical Papers (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00362-025-01711-Z

zbMATH Keywords

characteristic functionmoment generating functionmultivariate folded normal distributionOwen's normal integral

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Multivariate distribution of statistics (62H10)

Cites work

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• Statistics of financial markets. An introduction

Cited in

(1)

• Special issue on ``PROBASTAT 2024

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