Christopher S. Withers

most citedExpansions for Quantiles and Multivariate Moments of Extremes for Distributions of Pareto Type

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

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stat.ME2009★ 6 cited

Expansions for Quantiles and Multivariate Moments of Extremes for Distributions of Pareto Type

Saralees Nadarajah, Christopher S. Withers

Let $X_{n r}$ be the $r$ th largest of a random sample of size $n$ from a distribution $F (x) = 1 - \sum_{i = 0}^{\infty} c_{i} x^{- α - i β}$ for $α > 0$ and $β > 0$ . An inversion theorem i…

stat.ME2009★ 6 cited

Analytic Bias Reduction for $k$ -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…

stat.ME2008★ 1 cited

The distribution of the maximum of a first order moving average: the discrete case

Christopher S. Withers, Saralees Nadarajah

We give the distribution of $M_{n}$ , the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then…

stat.ME2008

The distribution of the maximum of a first order moving average: the continuous case

Christopher S. Withers, Saralees Nadarajah

We give the distribution of $M_{n}$ , the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then…

Expansions for Quantiles and Multivariate Moments of Extremes for Distributions of Pareto Type

Analytic Bias Reduction for k-Sample Functionals

The distribution of the maximum of a first order moving average: the discrete case

The distribution of the maximum of a first order moving average: the continuous case

Analytic Bias Reduction for $k$ -Sample Functionals