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 firstname.lastname@example.org (email).
For the 2014/2015 academic year, I am teaching
Extreme Values and Financial Risk in Semester 1 and
Statistical Methods in Semester 2.
Rui Li (2015-)
Jeffrey Chu (2014-)
Xiao Jiang (2014-)
Stephen Chan (2012-)
Emmanuel Afuecheta (2012-)
Sumaya Eljabri (2009-2013)
Shaiful Anuar Abu Bakar (2009-2012)
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 2014.
For a fuller list of my refereed journal papers (including earlier papers),
please see MathSciNet
or the ISI Web of Knowledge.
Selected Refereed Journal Papers Published since 2014
Edgeworth-Cornish-Fisher-Hill-Davis expansions for normal and non-normal limits via Bell polynomials (with C. S. Withers).
Stochastics (2015), doi: 10.1080/17442508.2014.1002785
The distribution of the maximum of a first order moving average: The continuous case (with C. S. Withers).
Extremes 17 (2014) 1-24.
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.
Expansions about the gamma for the distribution and quantiles of a standard estimate (with C. S. Withers).
Methodology and Computing in Applied Probability 16 (2014) 693-713.
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
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
Extremal and additive processes generated by Pareto distributed random vectors (with K. V. Mitov).
ESAIM: Probability and Statistics 18 (2014) 667-685.
A saddlepoint approximation to the distribution of the sum of independent non-identically beta random variables (with J. Chu and X. Jiang).
Statistica Neerlandica 18 (2015) 667-685.
Bias reduction when data are rounded (with C. S. Withers).
Statistica Neerlandica (2015), doi: 10.1111/stan.12057
The log-power-normal distribution is the exponentiated lognormal distribution (with S. Chan and E. Afuecheta).
Environmetrics 25 (2014) 361-362.
On the optimally weighted z-test for combining probabilities from independent studies (with Z. Chen).
Computational Statistics and Data Analysis 70 (2014) 387-394.
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.
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.
Cumulants of multinomial and negative multinomial distributions (with C. S. Withers).
Statistics and Probability Letters 87 (2014) 18-26.
The dual multivariate Charlier and Edgeworth expansions (with C. S. Withers).
Statistics and Probability Letters 87 (2014) 76-85.
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.
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.
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.
The joint distribution of the maximum and minimum of an AR(1) process (with C. S. Withers).
Statistics and Probability Letters 99 (2015) 77-84.
Expansions for bivariate copulas.
Statistics and Probability Letters 100 (2015) 77-84.
Complete asymptotic expansions for normal extremes.
Statistics and Probability Letters (2015), doi: 10.1016/j.spl.2015.04.026
Modified beta distributions (with M. Teimouri and S. H. Shih).
Sankhya B 76 (2014) 19-48.
A nonparametric test for exponentiality in LIFRA class of life distributions (with P. Prajitha).
Sankhya B 76 (2014) 260-275.
Confidence distributions: A review (with S. Bityukov and N. Krasnikov).
Statistical Methodology 22 (2015) 23-46.
New composite models for the Danish fire insurance data (with S. A. A. Bakar).
Scandinavian Actuarial Journal (2014) 180-187.
Modeling loss data using composite models (with S. A. A. Bakar, N. A. Hamzah and M. Maghsoudi).
Insurance: Mathematics and Economics 61 (2015) 146-154.
Confidence intervals for linear combinations of Poisson means (with C. S. Withers).
Australian and New Zealand Journal of Statistics 56 (2014) 47-58.
On the computation of Gauss hypergeometric functions.
The American Statistician (2015), doi: 10.1080/00031305.2015.1028595