El Hadji Deme

  1. On the Generalized Hill Process for Small Parameters and Applications.

    Authors: El Hadji Deme, Gane Samb Lo, Aliou Diop
    Subjects: Methodology
    Abstract

    Let $X_{1},X_{2},...$ be a sequence of independent copies (s.i.c) of a real
    random variable (r.v.) $X\geq 1$, with distribution function $df$
    $F(x)=\mathbb{P}% (X\leq x)$ and let $X_{1,n}\leq X_{2,n} \leq ... \leq
    X_{n,n}$ be the order statistics based on the $n\geq 1$ first of these
    observations.

  2. A functional Generalized Hill process and applications.

    Authors: Lo Gane Samb, El Hadji Deme
    Subjects: Methodology
    Abstract

    We are concerned in this paper with the functional asymptotic behaviour of
    the sequence of stochastic processes T_{n}(f)=\sum_{j=1}^{j=k}f(j)(\log
    X_{n-j+1,n}-\log X_{n-j,n}), indexed by some classes $\mathcal{F}$ of functions
    $f:\mathbb{N} \backslash {0} \longmapsto \mathbb{R}_{+}$ and where $k=k(n)$
    satisfies 1\leq k\leq n,k/n\rightarrow 0\text{as}n\rightarrow \infty. This is a
    functional generalized Hill process including as many new estimators of the
    extremal index when $F$ is in the extremal domain.

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