Saralees Nadarajah

most citedA class of unbiased location invariant Hill-type estimators for heavy tailed distributions

13 citations · 17 across the 4 of their papers we have counts for

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math.ST2008

Almost Sure Convergence of Extreme Order Statistics

Zuoxiang Peng, Jiaona Li, Saralees Nadarajah

Let $M_{n}^{(k)}$ denote the $k$ th largest maximum of a sample $(X_{1}, X_{2}, ..., X_{n})$ from parent $X$ with continuous distribution. Assume there exist normalizing constants $a_{n} > 0$ , $b_…

math.ST2008★ 13 cited

A class of unbiased location invariant Hill-type estimators for heavy tailed distributions

Jiaona Li, Zuoxiang Peng, Saralees Nadarajah

Based on the methods provided in Caeiro and Gomes (2002) and Fraga Alves (2001), a new class of location invariant Hill-type estimators is derived in this paper. Its asymptotic dis…

math.ST2008★ 4 cited

Asymptotic tail properties of the distributions in the class of dispersion models

Alexandre B. Simas, Gauss M. Cordeiro, Saralees Nadarajah

The class of dispersion models introduced by Jørgensen (1997b) covers many known distributions such as the normal, Student t, gamma, inverse Gaussian, hyperbola, von-Mises, among o…