CV

Education

• HDR. in Mathematics Sciences (2014)
  • Speciality Statistics and Applied Probability
  • title: Contribution to the nonparametric and semiparametric statistical inference : empirical process, copulas and bootstrap
  • UTC
• Ph. D. in Mathematics Sciences (2007)
  • Speciality Statistics and Applied Probability
  • title: Contribution to the extreme statistics and to the independence tests
  • Defended on May 14th, 2007
  • University Pierre and Marie Curie - Paris 6

Work experience

• Fall 2016: Full Professor
  • Deputy Director of LMAC
  • UTC
• Associate Professor (2011–2016)
  • UTC
• Postdoctoral Fellow (2009–2010)
  • On the statistical inference based on uncertain data
  • UTC
• Postdoctoral Fellow (2009–2010)
  • On the Travel Time Prediction based on Motorway Toll Data and Weather impact integration
  • National Institute for Transport and Safety Research and Study, Lyon Center

Skills

• Operating Systems : Unix/Linux, Mac OS, Windows
• Programming languages: C, C++, Fortran 77, MySQL
• Statistical Software: R, Matlab, Maple, SigmaStat
• Editing: LATEX, HTML, Word and Excel.

Publications

Some Results About Kernel Estimators for Function Derivatives Based on Stationary and Ergodic Continuous Time Processes with Applications

Estimation and tests of independence in copula models via divergences

Uniform-in-Bandwidth Consistency for a Nonparametric Estimate of the Entropy under Random Censorship

Bootstrap of the Hill estimator: limit theorems

New estimates and tests of independence in semiparametric copula models

A new test procedure of independence in Copula models via chi-square-divergence

New estimates and tests of independence in semiparametric copula models

Strong Approximation of the Smoothed Q-Q Processes

Uniform in bandwidth consistency of the kernel-type estimator of the Shannon’s entropy

Motorway travel time prediction based on to data and weather effect integration

On the Multivariate Two-sample Problem using Strong Approximations of Empirical Copula Processes

Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy

Some New Multivariate Tests of Independence

Test of Symmetry Based on Copula Function

General bootstrap for dual phi-divergence estimates

New two-sample tests based on the integrated empirical copula processes

On the Strong Approximation of General Bootstrap of Empirical Copula Processes with Applications

Dual Divergences Estimators of the Tail Index

A Strong Invariance Theorem of the Tail Empirical Copula Processes

Exchangeably weighted bootstraps of empirical estimator for semi-Markov kernel

Strong approximations for weighted bootstrap of empirical and quantile processes with applications

On general bootstrap of empirical estimator of a semi-Markov kernel with applications

New Entropy Estimator with an Application to Test of Normality

A semiparametric maximum likelihood ratio test for the change point in copula models

Nonparametric Mode Regression Estimation for Functional Stationary Ergodic Data. Asymptotic Normality and Application

Some Asymptotic Results for the \(p\)-Fold Integrated Empirical Processes with Application to the Statistical Tests

On general bootstrap for a multidimensional empirical estimator of a continuous-time semi-Markov kernel with applications

Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method

Some Selected Topics for the Bootstrap of the Empirical and Quantile processes

Some Results About Kernel Estimators for Function Derivatives Based on Stationary and Ergodic Continuous Time Processes with Applications

Strong approximations for the general bootstrap of empirical processes with applications in selected topics of nonparametric statistics

Regression Analysis of Stochastic Fatigue Crack Growth Model in a Martingale Difference Framework

Uniform Convergence Rate of the Kernel Regression Estimator Adaptive to Intrinsic Dimension in Presence of Censored Data

Exchangeably Weighted Bootstraps of Martingale Difference Arrays under the Uniformly Integrable Entropy

Exchangeably Weighted Bootstraps of Martingale Difference Arrays under the Uniformly Integrable Entropy

Some Asymptotic Properties of Kernel Regression Estimators of the Mode for Stationnary and Ergodic Continuous Time Processes

Nonparametric Recursive Method for Kernel-Type Function Estimators for Censored Data Estimators for Censored Data

The Consistency and Asymptotic Normality of the Kernel type Expectile Regression Estimator for Functional Data

On the uniform-in-bandwidth consistency of the general conditional U-statistics based on the copula representation