S. Nadarajah

activity

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

collaborators

Showing 2009Show all

3 papers · 1 filter

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…

math.ST2009

Explicit expressions for the variogram of first--order intrinsic autoregressions

Tibor K. Pogány, Saralees Nadarajah

Exact and explicit expressions for the variogram of first--order intrinsic autoregressions have not been known. Various asymptotic expansions and approximations have been used to c…

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

Analytic Bias Reduction for k-Sample Functionals

Explicit expressions for the variogram of first--order intrinsic autoregressions

Analytic Bias Reduction for $k$ -Sample Functionals