On the characteristic function for asymmetric exponential power distributions

DOI10.1080/07474938.2011.608000MaRDI QIDQ5080155zbMATH OpenOpenAlexFDO

Authors 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

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

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Cites work

• scientific article; zbMATH DE number 5790261 (Why is no real title available?)
• scientific article; zbMATH DE number 2217537 (Why is no real title available?)
• A consistent characteristic function-based test for conditional independence
• A simple test for multivariate conditional symmetry
• Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
• Modeling and Inference with v-Spherical Distributions
• On the characteristic function of the generalized normal distribution
• Power functions and envelopes for unit root tests
• Properties and estimation of asymmetric exponential power distribution
• Recursions for compound phase distributions
• Spectral GMM estimation of continuous-time processes
• Statistical Size Distributions in Economics and Actuarial Sciences
• The Asymptotic Expansion of the Generalized Hypergeometric Function
• The Correlation between Variate-Values and Ranks in Samples from Complete Fourth Power Exponential Distribution

Cited in

(6)

• Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R
• On the characteristic functions for extreme value distributions
• Characteristic function of the SGT distribution
• On the characteristic function for asymmetric Student \(t\) distributions
• Inferences from asymmetric multivariate exponential power distribution
• The exponential-normal form and its application to ultra high energy cascades investigation

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