13 citations · 60 across the 82 of their papers we have counts for
4 papers · 1 filter
Consistency bands for the mean excess function and application to graphical goodness of fit test for financial data
Gane Samb Lo, Diadie Ba, Elhadji Deme +1
In this paper, we use the modern setting of functional empirical processes and recent techniques on uniform estimation for non parametric objects to derive consistency bands for th…
Asymptotic confidence bands for copulas based on the local linear kernel estimator
Diam Ba, Cheikh Tidiane Seck, Gane Samb Lo
In this paper we establish asymptotic simultaneous confidence bands for copulas based on the local linear kernel estimator proposed by Chen and Huang [1]. For this, we prove under…
Probabilistic, statistical and algorithmic aspects of the similarity of texts and application to Gospels comparison
Gane Samb Lo, Soumaila Dembele
The fundamental problem of similarity studies, in the frame of data-mining, is to examine and detect similar items in articles, papers, books, with huge sizes. In this paper, we ar…
A general strong law of large numbers and applications to associated sequences and to extreme value theory
Harouna Sangare, Gane Samb Lo
The purpose of this paper is to establish a general strong law of large numbers (SLLN) for arbitrary sequences of random variables (rv's) based on the squared indice method and to…