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
    Lecturer (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), University of Geneva.

  • 2001 – 2013
    Full professor in statistics at HEC (50% position), University of Geneva

  • 2014 – 2017
    Founding dean of the Geneva School of Economics and Management (GSEM), University of Geneva.

  • Since 2018
    Full professor in statistics at the GSEM (100%), University of Geneva.

Selected publications

  • Robust Two-Step Wavelet-Based Inference for Time Series Models, Journal of the American Statistical Association (Theory & Methods), 2021 (with Guerrier, S., Molinari, R., and H. Xu). https://doi.org10.108001621459.2021.1895176

  • Simulation based Bias Correction Methods for Complex Models, Journal of the American Statistical Association (Theory & Methods), 2019 (with Guerrier, S., Dupuis, E., Ma, Y.). DOI:10.1080/01621459.2017.1380031

  • Robust VIF Regression with Application to Variable Selection in Large Datasets, Annals of Applied Statistics, 2013 (with Dupuis, D. J.). DOI:10.1214/12-AOAS584

  • Wavelet-Variance-Based Estimation for Composite Stochastic Processes, Journal of the American Statistical Association (Theory & Methods), 2013 (with Guerrier, S., Skaloud, J., Stebler, Y.). DOI:10.1080/01621459.2013.799920

  • Fast Robust Model Selection in Large Datasets, Journal of the American Statistical Association (Theory & Methods), 2011 (with Dupuis, D.). DOI:10.1198/jasa.2011.tm09650

  • Goodness-of-fit for Generalized Linear Latent Variables Models, Journal of the American Statistical Association (Theory & Methods), 2010 (with Conne, D. and Ronchetti, E.). DOI:10.1198/jasa.2010.tm09160

  • Zero-inflated Truncated Generalized Pareto Distribution for the Analysis of Radio Audience Data, Annals of Applied Statistics, 2010 (with Couturier, D.-L.). DOI:10.1214/10-AOAS358

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

  • Assessing Multivariate Predictors Of Financial Market Movements: A Latent Factor Frame-work For Ordinal Data, Annals of Applied Statistics, 2009 (with Huber, P., Scaillet, O.). DOI:10.1214/08-AOAS213

  • Bounded-Influence Robust Estimation in Generalized Linear Latent Variable Models, Journal of the American Statistical Association (Theory & Methods), 2006 (with Moustaki, I.). DOI:10.1198/016214505000001320

  • High Breakdown Inference in the Mixed Linear Model, Journal of the American Statistical Association (Theory & Methods), 2006 (with Copt, S.). DOI:10.1198/016214505000000772

  • Distributional Dominance with Trimmed Data, Journal of Business and Economics Statistics, 2006 (with Cowell, F. A.). DOI:10.1198/073500105000000207,

  • Estimation of Generalized Linear Latent Variable Models, Journal of the Royal Statistical Society. B, Statistical Methodology, 2004 (with Huber, P. and Ronchetti, E.). DOI:10.1111/j.1467-9868.2004.05627.x

  • Welfare Rankings in the Presence of Contaminated Data, Econometrica, 2002 (with Cowell, F.). DOI:10.1111/1468-0262.00324

  • Robust Estimation for Grouped Data, Journal of the American Statistical Association (Theory & Methods), 1997 (with Ronchetti, E.). DOI:10.2307/2291478

  • A Robust Test for Non-nested Hypotheses, Journal of the Royal Statistical Society. B, Statistical Methodology, 1997. DOI:10.1111/1467-9868.00093

  • Robustness Properties of Inequality Measures, Econometrica, 1996 (with Cowell, F.). DOI:10.2307/2171925



Complete list of publications

Soft Skills/Other activities and achievements

Other activities and achievements/family

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


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