Short CV/Education and training

  • 1989
    Graduated (Master) in econometrics at the University of Geneva

  • 1991 – 1992
    Research student at the London School of Economics (LSE)

  • 1993
    Ph.D. in econometrics and statistics, University of Geneva

  • 1993 – 1996
    Lecturer in statistics at the LSE

  • 1997 – 2000
    Assistant professor (MER) in statistics at the Faculty of psychology and educational sciences (FPSE) at the University of Geneva (poste de la relève)

  • 2000 – 2005
    Associate professor (SNF prof. boursier) at the FPSE and the department of econometrics (only at the department of econometrics from 2001 to 2005)

  • Since 2001
    Full professor in statistics at HEC (50% position)

  • 2007
    Visiting Research Fellow, The George Institute, Sydney, Australia (November 12 – December 3)

Selected publications

  • Wavelet variance based estimation for composite stochastic Processes, 2013, to appear in the Journal of the American Statistical Association (with Guerrier, S., Stebler, Y. and Skaloud, J.)

  • Fast Robust Model Selection in Large Datasets, Journal of the American Statistical Association, 2011, vol. 106, p. 203-212 (with Dupuis, D.)

  • Goodness-of-fit for Generalized Linear Latent Variables Models, Journal of the American Statistical Association, 2010, vol. 105, p. 1126-1134 (with Conne, D. and Ronchetti, E.)

  • Zero-inflated Truncated Generalized Pareto Distribution for the Analysis of Radio Audience Data, Annals of Applied Statistics, 2010, vol. 4, p. 1824-1846 (with Couturier, D.-L.)

  • Robust Methods in Biostatistics, Chichester : Wiley, 2009, Wiley Series in Probability and Statistics (with Heritier, S., Cantoni, E. and Copt, S.)

  • Bounded-Influence Robust Estimation in Generalized Linear Latent Variable Models, Journal of the American Statistical Association, 2006, vol. 101, no. 474, p. 644-653 (with Moustaki, I.)

  • High Breakdown Inference in the Mixed Linear Model, Journal of the American Statistical Association, 2006, vol. 101, no. 473, p. 292-300 (with Copt, S.)

  • Estimation of Generalized Linear Latent Variable Models, Journal of the Royal Statistical Society. B, Statistical Methodology, 2004, vol. 66, no. 4, p. 893-908 (with Huber, P. and Ronchetti, E.)

  • Welfare Rankings in the Presence of Contaminated Data, Econometrica, 2002, vol. 70, no. 3, p. 1221-1233 (with Cowell, F.)

  • Robust Estimation for Grouped Data, Journal of the American Statistical Association, 1997, vol. 92, no. 437, p. 333-340 (with Ronchetti, E.)

  • A Robust Test for Non-nested Hypotheses, Journal of the Royal Statistical Society. B, Statistical Methodology, 1997, vol. 59, no. 3, p. 715-727.

  • Poverty measurement with contaminated data: A robust approach, European Economic Review, 1996, vol. 40, no. 9, p. 1761-1771 (with Cowell, F.)

  • Robustness Properties of Inequality Measures, Econometrica, 1996, vol. 64, p. 77-101 (with Cowell, F.)



Complete list of publications

Soft Skills/Other activities and achievements

Additional interests

  • When there is time for them... gardening, skiing, travelling, guitar and singing


Other activities and achievements/family

  • married, 3 children (born 1994, 1996, 1999)


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