6 citations · 15 across the 13 of their papers we have counts for
13 papers
Unbiased estimates for products of moments and cumulants for finite and infinite populations
C. S. Withers, S. Nadarajah
Let be the distribution of a finite real population of size . Let be the empirical distribution of a sample of size drawn from the population witho…
The distribution of the maximum of an ARMA(1, 1) process
C. S. Withers, S. Nadarajah
We give the cumulative distribution function of , the maximum of a sequence of observations from an ARMA(1, 1) process. Solutions are first given in terms of repeated inte…
The chain rule for functionals with applications to functions of moments
C. S. Withers, S. Nadarajah
The chain rule for derivatives of a function of a function is extended to a function of a statistical functional, and applied to obtain approximations to the cumulants, distributio…
Expansions about the gamma for the distribution and quantiles of a standard estimate
C. S. Withers, S. Nadarajah
We give expansions for the distribution, density, and quantiles of an estimate, building on results of Cornish, Fisher, Hill, Davis and the authors. The estimate is assumed to be n…
Accurate inference for a one parameter distribution based on the mean of a transformed sample
C. S. Withers, S. Nadarajah
A great deal of inference in statistics is based on making the approximation that a statistic is normally distributed. The error in doing so is generally and can be v…
Nonparametric estimates of low bias
C. S. Withers, S. Nadarajah
We consider the problem of estimating an arbitrary smooth functional of distribution functions (d.f.s.) in terms of random samples from them. The natural estimate repla…