On the Characteristic Function for Asymmetric Exponential Power Distributions
首次推导出非对称指数幂分布特征函数的显式闭式表达式,涉及复参数Wright广义超几何函数,对计量经济学理论发展有贡献。
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.