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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 2019Show all

10 papers · 1 filter

math.ST2019

Extremes, extremal index estimation, records, moment problem for the Pseudo-Lindley distribution and applications

Gane Samb Lo, Modou Ngom, Moumouni Diallo

The pseudo-Lindley distribution which was introduced in Zeghdoudi and Nedjar (2016) is studied with regards to its upper tail. In that regard, and when the underlying distribution…

math.PR2019★ 1 cited

An introduction to a general records theory both for dependent data and high dimensions: revisited 2

Gane Samb Lo, Mohammad Ahsanullah

The probabilistic investigation on record values and record times of a sequence of random variables defined on the same probability space has received much attention from 1952 to n…

math.PR2019

Finiteness of Record values and Alternative Asymptotic Theory of Records with Atom Endpoints

Gane Samb Lo, Harouna Sangaré, Mamadou Cherif Traoré +1

Asymptotic theories on record values and times, including central limit theorems, make sense only if the sequence of records values (and of record times) is infinite. If not, such…

math.ST2019

Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence

Harouna Sangaré, Gane Samb Lo, Mamadou Cherif Moctar Traoré

Using a general strong law of large number proved by Sangaré and Lo (2015) and the entropy numbers, we provide functional Glivenko-Cantelli (GC) classes for arbitrary stationary re…

stat.ME2019

Non parametric estimation of joint, Renyi-Stallis entropies and mutual information and asymptotic limits

Amadou Diadie Ba, Gane Samb Lo, Cheikh Tidiane Seck

This paper proposes a new method for estimating the joint probability mass function of a pair of discrete random variables. This estimator is used to construct joint Shannon Rényi-…

math.PR2019

Asymptotic laws for upper and strong record values in the extreme domain of attraction and beyond

Gane Samb Lo, Mohammad ahsanullah

Asymptotic laws of records values have usually been investigated as limits in type. In this paper, we use functional representations of the tail of cumulative distribution function…