13 citations · 60 across the 82 of their papers we have counts for
9 papers · 1 filter
Uniform in bandwidth consistency for the transformation kernel estimator of copulas
Cheikh Tidiane Seck, Diam Ba, Gane Samb Lo
In this paper we establish the uniform in bandwidth consistency for the transformation kernel estimator of copulas introduced in [Omelka et al.(2009)]. To this end, we first prove…
General Central Limit Theorems for Associated Sequences
Harouna Sangaré, Gane Samb Lo
In this paper, we provide general central limit theorems (CLT's) for associated random variables (rv's) following the approaches used by Newman (1980) and Olivera et al.(2012). Giv…
Invariance principles for random sums of random variables
Gane Samb Lo
This note investigates invariance principles for sums of N(nt) iid radom variables, where n is an integer, t is a positive real number and N(u) is a stochastic process with nonnega…
On the joint distribution of variations of the Gini index and Welfare indices
Gane Samb Lo, Pape Djiby Mergane, Tchilabalo Abozou Kpanzou
The aim of this paper is to establish the asymptotic behavior of the mutual influence of the Gini index and the poverty measures by using the Gaussian fields described in Mergane a…
Weak Convergence (IA). Sequences of Random Vectors
Gane Samb Lo, Modou Ngom, Tchilabalo Atozou Kpanzou
(English) This monograph aims at presenting the core weak convergence theory for sequences of random vectors with values in . In some places, a more general formulati…
Asymptotic confidence bands for copulas based on the transformation kernel estimator
Diam Ba, Cheikh Tidiane Seck, Gane Samb Lo
In this paper we establish asymptotic simultaneous confidence bands for the transformation kernel estimator of copulas introduced in Omelka et al.(2009). To this aim, we prove a un…
A note on the asymptotic normality of sums of extreme values
Gane Samb Lo
Let , ,... be a sequence of independent random variables with common distribution function in the domain of attraction of a Gumbel extreme value distribution and for…
How to use the functional empirical process for deriving asymptotic laws for functions of the sample
Gane Samb Lo
The functional empirical process is a very powerful tool for deriving asymptotic laws for almost any kind of statistics whenever we know how to express them into functions of the s…
A double-indexed functional Hill process and applications
Modou Ngom, Gane Samb Lo
Let be the order statistics associated with a sample whose pertaining distribution function (% \textit{df}) is . We are con…