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 2015/2016 academic year, I will be teaching Extreme Values and Financial Risk in Semester 1 and Statistical Methods in Semester 2.

PhD Students

  1. Rui Li (2015-)
  2. Jeffrey Chu (2014-)
  3. Xiao Jiang (2014-)
  4. Stephen Chan (2012-)
  5. Emmanuel Afuecheta (2012-)
  6. Sumaya Eljabri (2009-2013)
  7. 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 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

  1. 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
  2. On the skewness parameter estimation for stable distributions (with M. Teimouri, J. Kabudian and S. M. Hosseini). Markov Processes and Related Fields 21 (2015) 369-380.
  3. On the result of Doney (with T. K. Pogany). Electronic Communications in Probability 20 (2015), doi: 10.1214/ECP.v20-4081
  4. The distribution of the maximum of a first order moving average: The continuous case (with C. S. Withers). Extremes 17 (2014) 1-24.
  5. 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.
  6. 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.
  7. Remarks on the stable S(beta,gamma,mu) distribution (with T. K. Pogany). Methodology and Computing in Applied Probability 17 (2015) 515-524.
  8. Moments and cumulants of a mixture (with C. S. Withers and S. H. Shih). Methodology and Computing in Applied Probability 17 (2015) 541-564.
  9. Extremal and additive processes generated by Pareto distributed random vectors (with K. V. Mitov). ESAIM: Probability and Statistics 18 (2014) 667-685.
  10. 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.
  11. Bias reduction when data are rounded (with C. S. Withers). Statistica Neerlandica (2015), doi: 10.1111/stan.12057
  12. The log-power-normal distribution is the exponentiated lognormal distribution (with S. Chan and E. Afuecheta). Environmetrics 25 (2014) 361-362.
  13. Estimating trend from seasonal data: is daily, monthly or annual data best? (with C. S. Withers). Environmetrics (2015), doi: 10.1002/env.2356
  14. On the optimally weighted z-test for combining probabilities from independent studies (with Z. Chen). Computational Statistics and Data Analysis 70 (2014) 387-394.
  15. 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.
  16. 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.
  17. Cumulants of multinomial and negative multinomial distributions (with C. S. Withers). Statistics and Probability Letters 87 (2014) 18-26.
  18. The dual multivariate Charlier and Edgeworth expansions (with C. S. Withers). Statistics and Probability Letters 87 (2014) 76-85.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. Expansions for bivariate copulas. Statistics and Probability Letters 100 (2015) 77-84.
  24. Complete asymptotic expansions for normal extremes. Statistics and Probability Letters 103 (2015) 127-133.
  25. Modified beta distributions (with M. Teimouri and S. H. Shih). Sankhya B 76 (2014) 19-48.
  26. A nonparametric test for exponentiality in LIFRA class of life distributions (with P. Prajitha). Sankhya B 76 (2014) 260-275.
  27. Confidence distributions: A review (with S. Bityukov and N. Krasnikov). Statistical Methodology 22 (2015) 23-46.
  28. New composite models for the Danish fire insurance data (with S. A. A. Bakar). Scandinavian Actuarial Journal (2014) 180-187.
  29. 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.
  30. Confidence intervals for linear combinations of Poisson means (with C. S. Withers). Australian and New Zealand Journal of Statistics 56 (2014) 47-58.
  31. On the computation of Gauss hypergeometric functions. The American Statistician 69 (2015) 146-148.
  32. Two new defective distributions based on the Marshall-Olkin extension (with R. Rocha, V. Tomazella and F. Louzada). Lifetime Data Analysis (2015), doi: 10.1007/s10985-015-9328-x
  33. New defective models based on the Kumaraswamy family of distributions with application to cancer data sets (with R. Rocha, V. Tomazella, F. Louzada and A. Eudes). Statistical Methods in Medical Research (2015), doi: 10.1177/0962280215587976