and their current position

  1. Jonathan Jalbert (2016-17), Assistant Professor
    École polytechnique de Montréal
    [Co-advisor: Christian Genest, McGill University]

  2. Dominik Sznajder (2014), Statistician
    Leuven, Belgium

  3. Elif F. Acar (2010-12), Assistant Professor
    Department of Statistics
    University of Manitoba, Winnipeg, MB
    [Co-advisor: Christian Genest, McGill University]


  1. Maria Elena Rivera Mancia (2014).
    Title to be added.
    [Co-advisor: David A. Stephens, McGill University]
  2. Noomen Ben Ghorbal (2010).
    Étude de certaines mesures d'association multivariées et d'un test de dépendance extrémale fondés sur les rangs.
    [Co-advisor: Christian Genest, McGill University]


  1. John Ery (2016).
    Semiparametric inference for copulas with discrete margins.
    [Co-advisor: Christian Genest, McGill University]

  2. Simon Chatelain (2015).
    Title to be added.
  3. Julian Röger (2015).
    Title to be added.
    [Co-advisor: Russell Steele, McGill University]

  4. Léo Belzile (2014).
    Extremal and inferential properties of Liouville copulas.
  5. Ievgenii Grebennikov (2014).
    Moment-based estimation of dependence parameters in copula models for discrete data.
    [Co-advisor: Christian Genest, McGill University]

  6. Orla A. Murphy (2013).
    Copula-based tests of independence for bivariate discrete data.
    [Co-advisor: Christian Genest, McGill University]

  7. Ye Ting Du (2012).
    Variable selection in finite mixtures of linear mixed-effects models.
    [Co-advisor: Abbas Khalili, McGill University]

  8. Marjan Beheshty (2009).
    Analysis of claims data with copulas.
  9. Andrea Peters (2009).
    Inversion formulas for the Laplace transform.

  10. Natalie Larsen (2008).
    A comparative study of threshold selection procedures in EVT.
  11. Martin Larsson (2008).
    Tail properties of multivariate Archimedean copulas.

  12. Anne Feidt (2007).
    Extreme-value theory for discrete random variables.

  13. Andres Mora (2006).
    A comparative study of extreme-value index estimators.
  14. Sandra Sigrist (2006).
    Modeling dependence for operational risk.