S. Nadarajah

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20082026

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

13 citations · 44 across the 30 of their papers we have counts for

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Showing 2010 · math.STShow all

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math.ST2010

Nonparametric estimates of low bias

C. S. Withers, S. Nadarajah

We consider the problem of estimating an arbitrary smooth functional of $k \geq 1$ distribution functions (d.f.s.) in terms of random samples from them. The natural estimate repla…

math.ST2010★ 1 cited

The distribution of the maximum of a second order autoregressive process: the continuous case

C. S. Withers, S. Nadarajah

We give the distribution function of $M_{n}$ , the maximum of a sequence of $n$ observations from an autoregressive process of order 2. Solutions are first given in terms of repeated…