13 citations · 60 across the 82 of their papers we have counts for
Showing 2011 · stat.MEShow all
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stat.ME2011★ 3 cited
On the Generalized Hill Process for Small Parameters and Applications
Gane Samb Lo, El Hadji Deme, Aliou Diop
Let be a sequence of independent copies (s.i.c) of a real random variable (r.v.) , with distribution function and let $…
stat.ME2011
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{…
stat.ME2011★ 5 cited
A functional Generalized Hill process and applications
Gane Samb Lo, El Hadji Deme
We are concerned in this paper with the functional asymptotic behaviour of the sequence of stochastic processes T_{n}(f)=\sum_{j=1}^{j=k}f(j)(\log X_{n-j+1,n}-\log X_{n-j,n}), inde…