On the characteristic function of the generalized normal distribution

DOI10.1016/J.CRMA.2009.12.010MaRDI QIDQ2269674zbMATH OpenOpenAlexFDO

Authors Tibor K. Pogány, Saralees Nadarajah

Publication date 17 March 2010

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2009.12.010

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory of statistical distributions (62E10) Applications of hypergeometric functions (33C90)

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Cites work

• A generalized normal distribution
• Some families of Mathieu \(\mathbf a\)-series and alternating Mathieu \(\mathbf a\)-series
• Statistical Size Distributions in Economics and Actuarial Sciences
• The Correlation between Variate-Values and Ranks in Samples from Complete Fourth Power Exponential Distribution

Cited in

(11)

• Chi-square simulation of the CIR process and the Heston model
• On the geometric structure ofsome statistical manifolds
• Simulation of the \(p\)-generalized Gaussian distribution
• Analytical properties of generalized Gaussian distributions
• Numerical characteristics and parameter estimation of finite mixed generalized normal distribution
• On the characteristic function for asymmetric exponential power distributions
• The lognormal characteristic function
• Characteristic function of the SGT distribution
• scientific article; zbMATH DE number 7255176 (Why is no real title available?)
• Geometric disintegration and star-shaped distributions
• On generalized four-parameter Charlier distribution

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