1 citations · 1 across the 16 of their papers we have counts for
16 papers
Moments estimators and omnibus chi-square tests for some usual probability laws
Gorgui Gning, Aladji Babacar Niang, Modou Ngom +1
For many probability laws, in parametric models, the estimation of the parameters can be done in the frame of the maximum likelihood method, or in the frame of moment estimation me…
Asymptotic Theory and Statistical Decomposability gap Estimation for Takayama's Index
Pape Djiby Mergane, Cheikh Mohamed Haidara, Cheikh Tidiane Seck +1
In the spirit of recent asymptotic works on the General Poverty Index (GPI) in the field of Welfare Analysis, the asymptotic representation of the non-decomposable Takayama's index…
Uniform in bandwidth consistency for the transformation kernel estimator of copulas
Cheikh Tidiane Seck, Diam Ba, Gane Samb Lo
In this paper we establish the uniform in bandwidth consistency for the transformation kernel estimator of copulas introduced in [Omelka et al.(2009)]. To this end, we first prove…
Convergence Vague (IA) - Suites de Vecteurs Aléatoires
Gane Samb Lo
This monograph aims at presenting the core weak convergence theory for sequences of random vectors with values in . In some places, a more general formulation in metr…
General Central Limit Theorems for Associated Sequences
Harouna Sangaré, Gane Samb Lo
In this paper, we provide general central limit theorems (CLT's) for associated random variables (rv's) following the approaches used by Newman (1980) and Olivera et al.(2012). Giv…
Invariance principles for random sums of random variables
Gane Samb Lo
This note investigates invariance principles for sums of N(nt) iid radom variables, where n is an integer, t is a positive real number and N(u) is a stochastic process with nonnega…