Welcome to My Web Page

I am Saralees Nadarajah, a Senior Lecturer in the School of Mathematics, University of Manchester. My contact details are: Alan Turing 2.223 (office), +44 161 275 5912 (phone), +44 161 306 3669 (fax), and mbbsssn2@manchester.ac.uk (email).

Teaching

For the 2013/2014 academic year, I will be teaching Extreme Values and Financial Risk in Semester 1 and Statistical Methods in Semester 2.

PhD Students

  1. Jeffrey Chu (2014-)
  2. Stephen Chan (2012-)
  3. Emmanuel Afuecheta (2012-)
  4. Sumaya Eljabri (2009-2013)
  5. Shaiful Anuar Abu Bakar (2009-2012)

Research

My main research areas are extreme value theory and its applications, distribution theory, nonparametric statistics, information theory, reliability, sampling theory, statistical software and time series. The following gives a selection of my refereed journal papers published since and including 2008. For a fuller list of my refereed journal papers (including earlier papers), please see MathSciNet or the ISI Web of Knowledge.

Selected Papers Published since 2008

  1. Convergence rate of extremes for the general error distribution (with Z. Peng and F. Lin). Journal of Applied Probability 47 (2010) 668-679.
  2. Tail properties and asymptotic expansions for the maximum of logarithmic skew-normal distribution (with Z. Peng and X. Liao). Journal of Applied Probability 50 (2013) 900-907.
  3. The distribution of Foschini's lower bound for channel capacity (with C. S. Withers). Advances in Applied Probability 44 (2012) 260-269.
  4. Limiting distributions of extreme order statistics under power normalization and random index (with Z. Peng and Q. Jiang). Stochastics 84 (2012) 553-560.
  5. Almost sure central limit theorems of the partial sums and maxima from complete and incomplete samples of stationary sequences (with Z. Peng and T. Bin). Stochastics and Dynamics (2012), doi: 10.1142/S0219493711500262
  6. Probabilities for queueing systems with embedded Markov chains. Stochastic Analysis and Applications 26 (2008) 526-536.
  7. On a generalized mixed AR(1) time series model (with B. V. Popovic and M. M. Ristic). Markov Processes and Related Fields 17 (2011) 637-650.
  8. Conditions based on conditional moments for max-stable limit laws (with Z. Peng and M. Liu). Extremes 11 (2008) 329-337.
  9. An extension of almost sure central limit theorem for order statistics (with T. Bin and Z. Peng). Extremes 12 (2009) 201-209.
  10. Asymptotic normality of location invariant heavy tail index estimator (with J. Li and Z. Peng). Extremes 13 (2010) 269-290.
  11. Almost sure limit theorems of extremes of complete and incomplete samples of stationary sequences (with Z. Peng and Z. Weng). Extremes 13 (2010) 463-480.
  12. Location invariant Weiss-Hill estimator (with Z. Peng and C. Ling). Extremes 15 (2012) 197-230.
  13. The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences (with Z. Weng and Z. Peng). Extremes 15 (2012) 389-406.
  14. On the characteristic functions for extreme value distributions (with T. K. Pogany). Extremes 16 (2013) 27-38.
  15. On convergence of extremes under power normalization (with Y. Shuai and Z. Peng). Extremes 16 (2013) 285-301.
  16. The distribution of the maximum of a first order moving average: The continuous case (with C. S. Withers). Extremes 17 (2014) 1-24.
  17. A class of $t$ posterior distributions with application (with S. Kotz). Theory of Probability and Its Applications 53 (2009) 161-169.
  18. Almost sure limit theorems for Gaussian sequences (with Z. Peng). Theory of Probability and Its Applications 55 (2011) 361-367.
  19. Maximum of continuous versions of Poisson and negative binomial type distributions (with C. S. Withers). Theory of Probability and Its Applications 55 (2011) 525-528.
  20. Asymptotic tail properties of the distributions in the class of dispersion models (with A. B. Simas and G. M. Cordeiro). Theory of Probability and Its Applications 56 (2012) 703-710.
  21. Exact distribution of the product of two or more logistic random variables. Methodology and Computing in Applied Probability 11 (2009) 651-660.
  22. New expressions for repeated upper tail integrals of the normal distribution (with C. S. Withers). Methodology and Computing in Applied Probability 13 (2011) 855-871.
  23. Exact distribution of the product of $N$ Student's $t$ random variables. Methodology and Computing in Applied Probability 14 (2012) 997-1009.
  24. Weighted cusums for increased power near the end points (with C. S. Withers). Methodology and Computing in Applied Probability 15 (2013) 379-405.
  25. Expansions for the distribution of the maximum from distributions with a power tail when a trend is present (with C. S. Withers). Methodology and Computing in Applied Probability 15 (2013) 525-546.
  26. The distribution of the bit error rate for an M branch antenna with N interferers (with C. S. Withers). Methodology and Computing in Applied Probability 16 (2014) 115-148.
  27. Expansions about the gamma for the distribution and quantiles of a standard estimate (with C. S. Withers). Methodology and Computing in Applied Probability (2014), doi: 10.1007/s11009-013-9328-9
  28. Moments and cumulants of a mixture (with C. S. Withers and S. H. Shih). Methodology and Computing in Applied Probability (2014), doi: 10.1007/s11009-013-9379-y
  29. Remarks on the stable S(beta,gamma,mu) distribution (with T. K. Pogany). Methodology and Computing in Applied Probability (2014), doi: 10.1007/s11009-014-9404-9
  30. Power of a class of goodness-of-fit tests I (with C. S. Withers). ESAIM: Probability and Statistics 13 (2009) 283-300.
  31. Expansions for the distribution of M-estimates with applications to the multi-tone problem (with C. S. Withers). ESAIM: Probability and Statistics 15 (2011) 139-167.
  32. Expansions for repeated integrals of products with applications to the multivariate normal (with C. S. Withers). ESAIM: Probability and Statistics 15 (2011) 340-357.
  33. Fixed-alpha and fixed-beta efficiencies (with C. S. Withers). ESAIM: Probability and Statistics 17 (2013) 224-235.
  34. Extremal and additive processes generated by Pareto distributed random vectors (with K. V. Mitov). ESAIM: Probability and Statistics (2014), doi: 10.1051/ps/2014001
  35. Generalized Pareto models with application to drought data. Environmetrics 19 (2008) 395-408.
  36. The log-power-normal distribution is the exponentiated lognormal distribution (with S. Chan and E. Afuecheta). Environmetrics 25 (2014) 361-362.
  37. Improved confidence regions based on Edgeworth expansions (with C. S. Withers). Computational Statistics and Data Analysis 56 (2012) 4366-4380.
  38. On simulating Balakrishnan skew-normal variates (with M. Teimouri). Computational Statistics and Data Analysis 57 (2013) 52-58.
  39. On the optimally weighted z-test for combining probabilities from independent studies (with Z. Chen). Computational Statistics and Data Analysis 70 (2014) 387-394.
  40. Unbiased estimates for moments and cumulants in linear regression (with C. S. Withers). Journal of Statistical Planning and Inference 141 (2011) 3867-3875.
  41. Bias-reduced estimates for skewness, kurtosis, $L$-skewness and $L$-kurtosis (with C. S. Withers). Journal of Statistical Planning and Inference 141 (2011) 3839-3861.
  42. Estimators for the inverse powers of a normal mean (with C. S. Withers). Journal of Statistical Planning and Inference 143 (2013) 441-455.
  43. Expansions for the multivariate normal (with C. S. Withers). Journal of Multivariate Analysis 101 (2010) 1311-1316.
  44. Some conditional expectation identities for the multivariate normal (with C. S. Withers). Journal of Multivariate Analysis 101 (2010) 2250-2253.
  45. Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences (with Z. Peng and L. Cao). Journal of Multivariate Analysis 101 (2010) 2641-2647.
  46. A new mixture representation for multivariate $t$ (with A. Iranmanesh, M. Arashi, D. K. Nagar and S. M. M. Tabatabaey). Journal of Multivariate Analysis 107 (2012) 227-231.
  47. Moments and cumulants for the complex Wishart (with C. S. Withers). Journal of Multivariate Analysis 112 (2012) 242-247.
  48. The distribution of the amplitude and phase of the mean of a sample of complex random variables (with C. S. Withers). Journal of Multivariate Analysis 113 (2013) 128-152.
  49. Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters (with C. S. Withers). Journal of Multivariate Analysis 118 (2013) 138-147.
  50. Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (with M. Arashi, B. M. Golam Kibria and M. Norouzirad). Journal of Multivariate Analysis 126 (2014) 53-74.
  51. A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (with J. Li and Z. Peng). Electronic Journal of Statistics 2 (2008) 829-847.
  52. Almost sure convergence of extreme order statistics (with J. Li and Z. Peng). Electronic Journal of Statistics 3 (2009) 546-556.
  53. Explicit expressions for the variogram of first-order intrinsic autoregressions (with T. K. Pogany). Electronic Journal of Statistics 3 (2009) 376-383.
  54. Limiting distributions and almost sure limit theorems for the normalized maxima of complete and incomplete samples from Gaussian sequence (with Z. Peng and P. Wang). Electronic Journal of Statistics 3 (2009) 851-864.
  55. The bias and skewness of $M$-estimators in regression (with C. S. Withers). Electronic Journal of Statistics 4 (2010) 1-14.
  56. Stabilizing the asymptotic covariance of an estimate (with C. S. Withers). Electronic Journal of Statistics 4 (2010) 161-171.
  57. Confidence intervals in a regression with both linear and non-linear terms (with R. B. Davies and C. S. Withers). Electronic Journal of Statistics 5 (2011) 603-618.
  58. Explicit expressions for moments of order statistics. Statistics and Probability Letters 78 (2008) 196205.
  59. Accurate tests and intervals based on linear cusum statistics (with C. S. Withers). Statistics and Probability Letters 79 (2009) 689-697.
  60. Accurate tests and intervals based on non-linear cusum statistics (with C. S. Withers). Statistics and Probability Letters 79 (2009) 2242-2250.
  61. The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions (with C. S. Withers). Statistics and Probability Letters 80 (2010) 1093-1102.
  62. On mixed AR(1) time series model with approximated beta marginal (with B. V. Popovic and T. K. Pogany). Statistics and Probability Letters 80 (2010) 1551-1558.
  63. Edgeworth expansions for the product of two complex random matrices each with IID components (with C. S. Withers). Statistics and Probability Letters 80 (2010) 1954-1961.
  64. Estimates of low bias for the multivariate normal (with C. S. Withers). Statistics and Probability Letters 81 (2011) 1635-1647.
  65. Expansions for bivariate extreme value distributions. Statistics and Probability Letters 83 (2013) 744-752.
  66. Bayesian efficiency (with C. S. Withers). Statistics and Probability Letters 83 (2013) 1203-1212.
  67. Asymptotic expansions for moments of skew-normal extremes (with X. Liao and Z. Peng). Statistics and Probability Letters 83 (2013) 1321-1329.
  68. Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions (with S. Zinodiny, S. Rezaei and O. Naghshineh Arjmand). Statistics and Probability Letters 83 (2013) 2052-2056.
  69. Asymptotic behavior of the maximum from distributions subject to trends in location and scale (with C. S. Withers). Statistics and Probability Letters 83 (2013) 2143-2151.
  70. A double generalized Pareto distribution (with E. Afuecheta and S. Chan). Statistics and Probability Letters 83 (2013) 2656-2663.
  71. Rates of convergence of extremes from skew-normal samples (with X. Liao, Z. Peng and X. Wang). Statistics and Probability Letters 84 (2014) 40-47.
  72. Cumulants of multinomial and negative multinomial distributions (with C. S. Withers). Statistics and Probability Letters 87 (2014) 18-26.
  73. The dual multivariate Charlier and Edgeworth expansions (with C. S. Withers). Statistics and Probability Letters 87 (2014) 76-85.
  74. Bayes minimax estimation of the multivariate normal mean vector under balanced loss function (with S. Zinodiny and S. Rezaei). Statistics and Probability Letters 93 (2014) 96-101.
  75. Improving bias in kernel density estimation (with K. T. Mynbaev, C. S. Withers and A. S. Aipenova). Statistics and Probability Letters 94 (2014) 106-112.
  76. The distribution of the maximum of the multivariate ARp and multivariate MAp processes (with C. S. Withers). Statistics and Probability Letters 95 (2014) 48-56.
  77. Expansions for the joint distribution of the sample maximum and sample estimate (with C. S. Withers). Sankhya A 70 (2008) 109-123.
  78. Analytic bias reduction for $k$ sample functionals (with C. S. Withers). Sankhya A 70 (2008) 186-222.
  79. Expansions for quantiles and moments of extremes for distributions of exponential power type (with C. S. Withers). Sankhya A 73 (2011) 202-217.
  80. A generalized Lindley distribution (with H. S. Bakouch and R. Tahmasbi). Sankhya B 73 (2011) 331-359.
  81. Modified beta distributions (with M. Teimouri and S. H. Shih). Sankhya B 76 (2014) 19-48.
  82. A nonparametric test for exponentiality in LIFRA class of life distributions (with P. Prajitha). Sankhya B (2014), doi: 10.1007/s13571-013-0078-z
  83. Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals (with C. S. Withers). Journal of Nonparametric Statistics 20 (2008) 751-768.
  84. Nonparametric confidence intervals for the integral of a function of an unknown density (with C. S. Withers). Journal of Nonparametric Statistics 23 (2011) 943-966.
  85. Tail behavior of the general error distribution (with Z. Peng and T. Bin). Communications in Statistics A 38 (2009) 1884-1892.
  86. Linear regression with extreme value residuals (with C. S. Withers). Communications in Statistics B 37 (2008) 73-91.
  87. Confidence intervals for the normal multiple correlation (with C. S. Withers). Communications in Statistics B (2013), to appear.
  88. Improved estimates and confidence intervals for regenerative simulation (with C. S. Withers). Communications in Statistics B (2013), to appear.
  89. Tail behavior and limit distribution of maximum of logarithmic general error distribution (with X. Liao and Z. Peng). Communications in Statistics A (2013), to appear
  90. The Zografos-Balakrishnan-G family of distributions: Mathematical properties and applications (with G. M. Cordeiro and E. M. M. Ortega). Communications in Statistics A (2013), to appear
  91. Inference for a hidden truncated (both sided) bivariate Pareto (II) distribution (with I. Ghosh). Communications in Statistics A (2013), to appear
  92. New folded models for Norwegian fire claim data (with S. A. A. Bakar). Communications in Statistics A (2013), to appear
  93. Balakrishnan skew logistic distribution (with A. Asgharzadeh and L. Esmaeili). Communications in Statistics A (2013), to appear
  94. Efficient estimation of the PDF and the CDF of the exponentiated Gumbel distribution (with S. F. Bagheri, M. Alizadeh). Communications in Statistics B (2013), to appear.
  95. On the distribution of some ordered variables (with S. Chan and E. Afuecheta). Communications in Statistics A (2013), to appear.
  96. A unified class of compound lifetime distributions (with J. Rodrigues, G. M. Cordeiro and M. de Castro). Communications in Statistics A (2013), to appear.
  97. Confidence intervals for $P(Y < X)$ for the generalized exponential distribution (with M. Hajebi and S. Rezaei). Statistical Methodology 9 (2012) 445-455.
  98. Transformations of multivariate Edgeworth type expansions (with C. S. Withers). Statistical Methodology 9 (2012) 423-439.
  99. Expansions for the distribution of asymptotically chi-square statistics (with C. S. Withers). Statistical Methodology 12 (2013) 16-30.
  100. Cornish-Fisher expansions for functionals of the partial sum empirical distribution (with C. S. Withers). Statistical Methodology 12 (2013) 1-15.
  101. Bias corrected MLEs for the Weibull distribution based on records (with M. Teimouri). Statistical Methodology 13 (2013) 12-24.
  102. Confidence distributions: A review (with S. Bityukov and N. Krasnikov). Statistical Methodology 22 (2015) 23-46.
  103. Reduction of bias and skewness with applications to second order accuracy (with C. S. Withers). Statistical Methods and Applications 20 (2011) 439-450.
  104. The Kumaraswamy Gumbel distribution (with G. M. Cordeiro and E. M. M. Ortega). Statistical Methods and Applications 21 (2012) 139-168.
  105. The geometric exponential Poisson distribution (with V. G. Cancho and E. M. M. Ortega). Statistical Methods and Applications 22 (2013) 355-380.
  106. Compounding: an R package for computing continuous distributions obtained by compounding a continuous and a discrete distribution (with B. V. Popovic and M. M. Ristic). Computational Statistics 28 (2013) 977-992.
  107. A new R package for actuarial survival models (with S. A. A. Bakar). Computational Statistics 28 (2013) 2139-2160.
  108. On simulating truncated stable random variables (with M. Teimouri). Computational Statistics 28 (2013) 2367-2377.
  109. CompLognormal: An R package for composite lognormal distributions (with S. A. A. Bakar). R Journal 5 (2013) 97-103.
  110. Tilted Edgeworth expansions for asymptotically normal vectors (with C. S. Withers). Annals of the Institute of Statistical Mathematics 62 (2010) 1113-1142.
  111. Expansions for the risk of Stein type estimates for non-normal data (with C. S. Withers). Statistics and Decisions 28 (2011) 81-95.
  112. Probability integrals of the multivariate $t$ distribution (with S. Kotz). International Statistical Review 76 (2008) 58-88.
  113. A bivariate distribution with gamma and beta marginals with application to drought data. Journal of Applied Statistics 36 (2009) 277-301.
  114. PDFs and dual PDFs. The American Statistician 63 (2009) 45-48.
  115. On the characteristic function for asymmetric exponential power distributions (with M. Teimouri). Econometric Reviews 31 (2012) 475-481.
  116. Optimal design of mixed-effects PK/PD models based on differential equations (with Y. Wang and K. M. Eskridge). Journal of Biopharmaceutical Statistics 22 (2012) 180-205.
  117. Accurate tests and intervals based on multivariate CUSUM statistics (with C. S. Withers). Sequential Analysis 31 (2012) 78-87.
  118. On the dependency for asymptotically independent estimates (with C. S. Withers). Statistical Inference in Stochastic Processes 15 (2012) 127-132.
  119. New composite models for the Danish fire insurance data (with S. A. A. Bakar). Scandinavian Actuarial Journal (2014) 180-187.
  120. Modeling loss data using composite models (with S. A. A. Bakar, N. A. Hamzah and M. Maghsoudi). Insurance: Mathematics and Economics (2014), doi: 10.1016/j.insmatheco.2014.08.008
  121. Confidence intervals for linear combinations of Poisson means (with C. S. Withers). Australian and New Zealand Journal of Statistics 56 (2014) 47-58.
  122. On a distribution of Jasso and Kotz. Statistica Neerlandica 62 (2008) 206-207.