activity
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

collaborators
Showing 2014Show all

10 papers · 1 filter

stat.ME2014

Strong limits related to the oscillation modulus of the empirical process based on the k-spacing process

Gane Samb Lo

Recently, several strong limit theorems for the oscillation moduli of the empirical process have been given in the iid-case. We show that, with very slight differences, those stron…

stat.ME2014

Gaussian Approximations and Related Questions for the Spacings process

Gane Samb Lo

All the available results on the approximation of the k-spacings process to Gaussian processes have only used one approach, that is the Shorack and Pyke's one. Here, it is shown th…

stat.ME2014

The weak limiting behavior of the de Haan-Resnick estimator of the exponent of a stable distribution

Gane Samb Lo

The problem of estimating the exponent of a stable law received a considerable attention in the recent literature. Here, we deal with an estimate of such a exponent introduced by D…

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 ()…

stat.ME2014

Asymptotic Representation Theorems for Poverty Indices

Gane Samb Lo, Serigne Touba Sall

We set general conditions under which the general poverty index, which summarizes all the available indices, is asymptotically represented with some empirical processes. This repre…

stat.ME2014

A simple note on some empirical stochastic process as a tool in uniform L-statistics weak laws

Gane Samb Lo

In this paper, we are concerned with the stochastic process \begin{equation} β_{n}(q_{t},t)=β_{n}(t)=\frac{1}{\sqrt{n}}\sum_{j=1}^{n}\left\{G_{t,n}(Y(t))-G_{t}(Y_{j}(t))\right\} q_…