activity
20112021
most citedA functional Generalized Hill process and applications

5 citations · 10 across the 9 of their papers we have counts for

collaborators

10 papers

stat.ME2021

Parametric bootstrapping in a generalized extreme value regression model for binary response

Aba Diop, El Hadji Deme

Generalized extreme value (GEV) regression is often more adapted when we investigate a relationship between a binary response variable which represents a rare event and potenti…

stat.ME2021

Zero-inflated generalized extreme value regression model for binary data and application in health study

Aba Diop, El Hadji Deme, Aliou Diop

Logistic regression model is widely used in many studies to investigate the relationship between a binary response variable and a set of potential predictors . The b…

stat.ME2021

Adaptive Realized Hyperbolic GARCH Process: Stability and Estimation

El Hadji Mamadou Sall, El Hadji Deme, Abdou Kâ Diongue

In this paper, we propose an Adaptive Realized Hyperbolic GARCH (A-Realized HYGARCH) process to model the long memory of high-frequency time series with possible structural breaks.…

stat.ME2021★ 1 cited

Modeling Risk via Realized HYGARCH Model

El Hadji Mamadou Sall, El Hadji Deme, Abdou Ka Diongue

In this paper, we propose the realized Hyperbolic GARCH model for the joint-dynamics of lowfrequency returns and realized measures that generalizes the realized GARCH model of Hans…

stat.ME2019

On Inference of Overlapping Coefficients in Two Inverse Lomax Populations

Hamza Dhaker, El Hadji Deme, Salah El-Adlouni

Overlapping coefficient is a direct measure of similarity between two distributions which is recently becoming very useful. This paper investigates estimation for some well-known m…

math.ST2019

Some improvement on non-parametric estimation of income distribution and poverty index

Youssou Ciss, El hadji Deme, Hamza Dhaker

In this paper, we propose an estimator of Foster, Greer and Thorbecke class of measures , where is the po…