3 citations · 7 across the 14 of their papers we have counts for
14 papers
Long-Memory Estimation and Fractionally Integrated Modeling of White Maize Prices in Togo
Manganaw N'Daam, Edoh Katchekpele, Tchilabalo Abozou Kpanzou
Agricultural commodity prices often exhibit strong temporal persistence, which may limit the performance of conventional time series models. This study investigates long memory in…
Asymptotic distribution of a robust wavelet-based NKK periodogram
Manganaw N'Daam, Tchilabalo Abozou Kpanzou, Edoh Katchekpele
This paper investigates the asymptotic distribution of a wavelet-based NKK periodogram constructed from least absolute deviations (LAD) harmonic regression at a fixed resolution le…
General asymptotic representations of indexes based on the functional empirical process and the residual functional empirical process and applications
Gane Samb Lo, Tchilabalo Abozou Kpanzou, Gandasor Bonyiri Onesiphore Da
The objective of this paper is to establish a general asymptotic representation (\textit{GAR}) for a wide range of statistics, employing two fundamental processes: the functional e…
Comparative analysis and practical applications of cubic transmutations for the Pareto distribution
Edoh Katchekpele, Issa Cherif Geraldo, Tchilabalo Abozou Kpanzou
Transmutation is a technique for extending classical probability distributions in order to give them more flexibility. In this paper, we are interested in cubic transmutations of t…
Wavelet-based estimation of long-memory parameter in stochastic volatility models using a robust log-periodogram
Manganaw N'Daam, Tchilabalo Abozou Kpanzou, Edoh Katchekpele
In this paper, we propose a novel method for estimating the long-memory parameter in time series. By combining the multi-resolution framework of wavelets with the robustness of the…
Theoretical analysis and improvements in cubic transmutations of probability distributions
Issa Cherif Geraldo, Edoh Katchekpele, Tchilabalo Abozou Kpanzou
In statistics, processed data are becoming increasingly complex, and classical probability distributions are limited in their ability to model them. This is why, to better model da…
Extensions of two classical Poisson limit laws to non-stationary independent data
Aladji Babacar Niang, Harouna Sangaré, Tchilabalo Abozou Kpanzou +2
In earlier stages in the introduction to asymptotic methods in probability theory, the weak convergence of sequences of Binomial of random variables (\textit{rv}'…
Statistical tests for the Pseudo-Lindley distribution and applications
Gane Samb Lo, Tchilabalo Abozou Kpanzou, Cheikh Mohamed Haidara
The pseudo-Lindley distribution was introduced as a useful generalization of the Lindley distribution in Zeghdoudi and Nedjar (2016) who showed interesting properties of their new…
A multinomial Asymptotic Representation of Zenga's Discrete Index, its Influence Function and Data-driven Applications
Tchilabalo Abozou Kpanzou, Diam Ba, Cherif Moctar Mamadou Traoré +1
In this paper, we consider the Zenga index, one of the most recent inequality index. We keep the finite-valued original form and address the asymptotic theory. The asymptotic norma…
On the influence function for the Theil-like class of inequality measures
Tchilabalo Abozou Kpanzou, Diam Ba, Pape Djiby Mergane +1
On one hand, a large class of inequality measures, which includes the generalized entropy, the Atkinson, the Gini, etc., for example, has been introduced in Mergane and Lo (2013).…
A Theil-like Class of Inequality Measures, its Asymptotic Normality Theory and Applications
Pape Djiby Mergane, Tchilabalo Abozou Kpanzou, Diam Ba +1
In this paper, we consider a coherent theory about the asymptotic representations for a family of inequality indices called Theil-Like Inequality Measures (TLIM), within a Gaussian…
Measuring inequality: application of semi-parametric methods to real life data
Tchilabalo Abozou Kpanzou, Tertius de Wet, Gane Samb Lo
A number of methods have been introduced in order to measure the inequality in various situations such as income and expenditure. In order to curry out statistical inference, one o…
Asymptotic Theory and Statistical Decomposability gap Estimation for Takayama's Index
Pape Djiby Mergane, Cheikh Mohamed Haidara, Cheikh Tidiane Seck +1
In the spirit of recent asymptotic works on the General Poverty Index (GPI) in the field of Welfare Analysis, the asymptotic representation of the non-decomposable Takayama's index…
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…