On the Characteristic Function for Asymmetric Exponential Power Distributions |
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| Authors: | Saralees Nadarajah Mahdi Teimouri |
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| Affiliation: | 1. School of Mathematics , University of Manchester , Manchester , UK saralees.nadarajah@manchester.ac.uk;3. Department of Statistics , Gonbad Kavous University , Gonbad , Iran |
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| 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. |
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| Keywords: | Asymmetric exponential power distributions Characteristic function Complex parameter Wright generalized hypergeometric function |
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