1 citations · 1 across the 6 of their papers we have counts for
6 papers
Asymptotic Statistical Theory for the Samples Problems using the Functional Empirical Process, revisited I
Abdoulaye Camara, Adja Mbarka Fall, Moumouni Diallo +1
In this paper we study the asymptotic theory for samples problem based on the functional empirical process (fep), this new method is called general samples problem. We suggest this…
The Pseudo-Lindley Alpha Power transformed distribution, mathematical characterizations and asymptotic properties
Modou Ngom, Moumouni Diallo, Adja Mbarka Fall +1
We introduce a new generalization of the Pseudo-Lindley distribution by applying alpha power transformation. The obtained distribution is referred as the Pseudo-Lindley alpha power…
Another look at Second order condition in Extreme Value Theory
Gane Samb Lo, Adja Mbarka Fall
This note compares two approaches both alternatively used when establishing normality theorems in univariate Extreme Value Theory. When the underlying distribution function ()…
A supermartingale argument for characterizing the Functional Hill process weak law for small parameters
Gane Samb Lo, Adja Mbarka Fall, Cheikhna Hamallah Ndiaye +1
The paper deals with the asymptotic laws of functional of standard random variables. These classes of statistics are closely related to estimators of the extreme value index when t…
Demmartingales and the functionnal Hill process for small parameters
Adja Mbarka Fall, Gane Samb Lo, Cheikhna Hamallah Ndiaye
Association of random variables and Demimartingales are recent fields for handling asymptotic behaviors of sums of dependent random variables. We apply their techniques to establis…
On the Pickands stochastic process
Gane Samb Lo, Adja Mbarka Fall
We consider the Pickands process {equation*} P_{n}(s)=\log (1/s)^{-1}\log \frac{X_{n-k+1,n}-X_{n-[k/s]+1,n}}{% X_{n-[k/s]+1,n}-X_{n-[k/s^{2}]+1,n}}, {equation*} {equation*} (\frac{…