G. Lo

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20112026

most citedA note on the asymptotic normality of sums of extreme values

13 citations · 60 across the 82 of their papers we have counts for

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Showing 2014 · math.PRShow all

3 papers · 2 filters

math.PR2014

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 ( $df$ )…

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 $M$ -acceptable random variables, and hence for extended negative ones…

math.PR2014★ 2 cited

A remark on the asymptotic tightness in $ℓ^{\infty} ([a, b])$

Gane Samb Lo

In this note, we extend a simple criteria for uniform tightness in $C (0, 1)$ , the class of real continuous functions defined on $(0, 1)$ , given in Theorem 8.3 of Billingsley to the a…

Another look at Second order condition in Extreme Value Theory

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

A remark on the asymptotic tightness in ℓ∞([a,b])

A remark on the asymptotic tightness in $ℓ^{\infty} ([a, b])$