6 citations · 13 across the 4 of their papers we have counts for
4 papers
Expansions for Quantiles and Multivariate Moments of Extremes for Distributions of Pareto Type
Saralees Nadarajah, Christopher S. Withers
Let be the th largest of a random sample of size from a distribution for and . An inversion theorem i…
Analytic Bias Reduction for -Sample Functionals
Christopher S. Withers, Saralees Nadarajah
We give analytic methods for nonparametric bias reduction that remove the need for computationally intensive methods like the bootstrap and the jackknife. We call an estimate {\it…
The distribution of the maximum of a first order moving average: the discrete case
Christopher S. Withers, Saralees Nadarajah
We give the distribution of , the maximum of a sequence of observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then…
The distribution of the maximum of a first order moving average: the continuous case
Christopher S. Withers, Saralees Nadarajah
We give the distribution of , the maximum of a sequence of observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then…