13 citations · 44 across the 30 of their papers we have counts for
6 papers · 1 filter
Almost Sure Convergence of Extreme Order Statistics
Zuoxiang Peng, Jiaona Li, Saralees Nadarajah
Let denote the th largest maximum of a sample from parent with continuous distribution. Assume there exist normalizing constants , $b_…
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…
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…
Fredholm equations for non-symmetric kernels, with applications to iterated integral operators
Christopher S. Withers, Saralees Nadarajah
We give the Jordan form and the Singular Value Decomposition for an integral operator with a non-symmetric kernel . This is used to give solutions of Fredholm eq…
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…