On the Characteristic Function for Asymmetric Exponential Power Distributions

Saralees Nadarajah and Mahdi Teimouri

Econometric Reviews, 2012, vol. 31, issue 4, 475-481

Abstract: The econometric literature has seen a surge of developments in the theory and applications of asymmetric exponential power distributions (AEPDs). Here, for the first time, we derive explicit closed form expressions for the characteristic function of AEPDs. The expressions involve the complex parameter Wright generalized hypergeometric function.

Date: 2012
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DOI: 10.1080/07474938.2011.608000

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