1 citations · 1 across the 6 of their papers we have counts for
3 papers · 1 filter
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…
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…
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{…