STUDENTS SUPERVISED BY J.G. NEŠLEHOVÁ



POSTDOCTORAL FELLOWS
and their current position

  1. Jonathan Jalbert (2016-17), Assistant Professor
    École polytechnique de Montréal

  2. Marc C.-L. Su (2017-18), Research Fellow
    Faculty of Medicine, McGill University, Montréal

  3. Elif F. Acar (2010-12), Assistant Professor
    Department of Statistics
    University of Manitoba, Winnipeg, MB


PhD STUDENTS

  1. Orla A. Murphy (2018).
    Extremal modeling of dependent and non-stationary series and joint modeling of extreme rainfall at multiple sites

  2. Maria Elena Rivera Mancia (2014).
    Modeling operational risk using a Bayesian approach to extreme-value theory.

  3. Noomen Ben Ghorbal (2010).
    Étude de certaines mesures d'association multivariées et d'un test de dépendance extrémale fondés sur les rangs.


MSc STUDENTS

  1. Annabelle Redelmeier (2018).
    Using extreme-value theory to model severe injuries of circus artists.

  2. John Ery (2016).
    Semiparametric inference for copulas with discrete margins.

  3. Simon Chatelain (2015).
    Estimation of the Pickands dependence function for bivariate Archimax copulas.
  4. Julien R. Röger (2015).
    Statistical approaches to copula model selection.

  5. Léo Belzile (2014).
    Extremal and inferential properties of Liouville copulas.
  6. Ievgenii Grebennikov (2014).
    Moment-based estimation of dependence parameters in copula models for discrete data.

  7. Orla A. Murphy (2013).
    Copula-based tests of independence for bivariate discrete data.

  8. Ye Ting Du (2012).
    Variable selection in finite mixtures of linear mixed-effects models.

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

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

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

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