STUDENTS SUPERVISED
BY J.G. NEŠLEHOVÁ
POSTDOCTORAL FELLOWS
and their current position
- Klaus Herrmann (2017-19), Assistant Professor
Université de Sherbrooke, Sherbrooke, QC
-
Jonathan Jalbert (2016-17), Associate Professor
Polytechnique Montréal, Montréal, QC
- Chien-Lin (Mark) Su (2017-18), Senior Statistician
Worldwide Clinical Trials, Montréal, QC
- Elif F. Acar (2010-12), Statistician
The Centre for Applied Genomics
The Hospital for Sick Children
Toronto, ON
PhD STUDENTS
-
Shuo Mila Sun (2022).
Causal quantile treatment effects at high and extreme quantile levels.
-
Samuel Perreault (2020).
Structures de corrélation partiellement échangeables: Inférence et apprentissage automatique.
-
Simon Chatelain (2019).
Modeling the dependence of pre-asymptotic extremes.
-
Orla A. Murphy (2018).
Extremal modeling of dependent and non-stationary series and joint modeling of extreme rainfall at multiple sites.
-
Maria Elena Rivera Mancia (2014).
Modeling operational risk using a Bayesian approach to extreme-value theory.
-
Noomen Ben Ghorbal (2010).
Étude de certaines mesures d'association multivariées
et d'un test de dépendance extrémale
fondés sur les rangs.
MSc STUDENTS
-
Anthony Quint (2023).
Copula in variational auto-encoders.
-
Jean-Yves Djamen-Kepaou (2022).
Deep recurrent learned dynamic downscaling.
-
Fabien Baeriswyl (2020).
Modelling of heatwaves and dependence assessment.
-
Bogdan Mazoure (2018).
Estimating the structure of probabilistic graphical models through a Gaussian copula with discrete marginals.
-
Annabelle Redelmeier (2018).
Using extreme-value theory to model severe injuries of circus artists.
-
John Ery (2016).
Semiparametric inference for copulas with discrete margins.
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Simon Chatelain (2015).
Estimation of the Pickands dependence function for bivariate Archimax copulas.
-
Julien R. Röger (2015).
Statistical approaches to copula model selection.
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Léo Belzile (2014).
Extremal and inferential properties of Liouville copulas.
-
Ievgenii Grebennikov (2014).
Moment-based estimation of dependence parameters in copula models for discrete data.
-
Orla A. Murphy (2013).
Copula-based tests of independence for bivariate discrete data.
-
Ye Ting Du (2012).
Variable selection in finite mixtures of linear mixed-effects models.
-
Marjan Beheshty (2009).
Analysis of claims data with copulas.
-
Andrea Peters (2009).
Inversion formulas for the Laplace transform.
-
Natalie Larsen (2008).
A comparative study of threshold selection procedures in EVT.
-
Martin Larsson (2008).
Tail properties of multivariate Archimedean copulas.
-
Anne Feidt (2007).
Extreme-value theory for discrete random variables.
-
Andres Mora (2006).
A comparative study of extreme-value index estimators.
-
Sandra Sigrist (2006).
Modeling dependence for operational risk.