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20112014
most citedA supermartingale argument for characterizing the Functional Hill process weak law for small parameters

1 citations · 1 across the 5 of their papers we have counts for

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5 papers

math.PR2014

A note on a new exponential bound for M-acceptable random variables

Gane Samb Lo, Cheikhna Hamallah Ndiaye

We present a new exponential inequality as a generalization of that of Sung \textit{et al.} \cite{sun2011} for -acceptable random variables, and hence for extended negative ones…

stat.ME2014

A Review on asymptotic normality of sums of associated random variables

Gane Samb Lo, Harouna Sangaré, Cheikhna Hamallah Ndiaye

In this document, we make a round up of the theory of asymptotic normality of sums of associated random variables, in a coherent approach in view of further contributions for new r…

stat.ME2013★ 1 cited

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…

stat.OT2012

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…

math.PR2011

On general strong laws of large numbers for fields of random variables

Cheikhna Hamallah, Gane Samb Lo

A general method to prove strong laws of large numbers for random fields is given. It is based on the Hájek - Rényi type method presented in Noszály and Tómács \cite{noszaly} and i…