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Accueil du site > Directory > Julien Worms > Julien Worms (english)

Julien Worms (english)

Associate professor in mathematics
 
Team : Probability and Statistics
 
Contact :

UFR de Sciences de l’UVSQ

Bâtiment Fermat, bureau 2311

45 avenue des Etats Unis

78035 Versailles cedex

Tel : 00 33 1 39 25 46 16
to send me an e-mail

Member of the teaching team of the Master professionnel Ingénierie de la Statistique

Link to the page devoted to the courses I taught (in french)

Curriculum Vitae (french version)

 

Research themes

Limit theorems (large and moderate deviation principles), asymptotic statistics, extreme value statistics, empirical likelihood methodology

Other themes of interest

Limit theorems for martingales, self-normalization, survival data analysis, reliability, sequential statistics, multivariate data analysis

 

Publications

  • Moderate deviations for stable Markov chains and regression models, Electronic Journal of Probability, volume 4, article 8, p.1-28 (1999)
  • Principes de déviations modérées pour des martingales autonormalisées, Comptes-Rendus de l’Académie des Sciences, série I, volume 330 (no 10), p. 909-914 (2000)
  • Moderate deviations for some dependent variables , Part 1 : martingales, Mathematical Methods of Statistics, Volume 10, number 1 (2001)
  • Moderate deviations for some dependent variables, Part 2 : some kernel estimators, Mathematical Methods of Statistics, Volume 10, number 2, pp 161-193 (2001)
  • Large and moderate deviations upper bounds for the Gaussian autoregressive process", Statistics and Probability Letters, Volume 51, Issue 3, pp 235-243 (2001)
  • (coll. with A.Mokkadem and M.Pelletier) Large and moderate deviations principles for kernel estimation of a multivariate density and its partial derivatives, Australian and New Zealand Journal of Statistics, Volume 47, Issue 4, p.489-502 (2005)
  • (coll. with A.Mokkadem and M.Pelletier) A large deviations upper bound for the kernel mode estimator, Theory of Probability and its Applications, Volume 50, Issue 1, p.153-165 (2006)
  • (coll. with R.Worms) Estimation of second order parameters using probability weighted moments, ESAIM : Probability and Statistics, volume 16 (1), pp 97-113 (2012) (link)
  • (coll. with R.Worms) Empirical likelihood based confidence regions for first order parameters of heavy tailed distributions, Journal of Statistical Planning and Inference, Volume 141, Issue 8, August 2011, Pages 2769-2786 (link)
  • (coll. with R.Worms) A test for comparing tail indices for heavy tailed distributions via empirical likelihood, Communications in Statistics : Theory and Methods, Volume 44, Pages 3289-3302 (2015, accepted in 2013) (lien)
  • (coll. with R.Worms) New estimators of the extreme value index under random right censoring, for heavy-tailed distributions, , Extremes, Volume 17, Issue 2, Pages 337-358 (2014) (link)
  • (coll. with R.Worms) A Lynden-Bell integral estimator for extremes of randomly truncated data, Statistics and Probability Letters, Volume 109, Pages 106-117(2016) (link)

 

Submitted work

  • (coll. with R.Worms) Moment estimators of the extreme value index for randomly censored data in the Weibull domain of attraction (link HAL)

 

Other documents

  • Moderate deviation principles for martingales, with statistical applications, PhD of the Marne-la-Vallée University, defended the 21st of january, 2000 , Advisor : Marie Duflo (introduction and short versions of chapters, in french : gzipped postscript)
  • Introductory guide for the SAS software (link to the pdf file, in french)
  • Documentation for basic use of the ETS (Time Series) package for SAS (link to the pdf file, in french)
  • The Speedup test : a statistical methodology for program speedup analysis and computation(en collaboration avec S.Touati ; statistical contribution in the field of performance optimisation ; Journal of Concurrency and Computation : Practice and Experience, 2013, Vol 25 (10), pp 1410-1426, lien)
  • Parametric and Non-Parametric Statistics for Program Performance Analysis and Comparison (en collaboration avec S.Touati ; INRIA Research Report number 8875, march 2016)

 

Recent Talks

  • Probability and Statistics Seminar of the Laboratory of Mathematics of Versailles : Vraisemblance empirique : concepts et propriétés de base (6 janvier 2009, slides in french)
  • Joint Statistics Seminar of the Katholieke Universiteit Leuven (KUL) : Estimation of second order parameters using probability weighted moments (5 mars 2009)
  • 41st Statistics days of the French Statistical Society, Bordeaux, May 2009 : Estimation of the second order parameters of a heavy tailed distribution using probability weighted moments
  • Probability and Statistics Seminar of the Laboratory of Mathematics of Versailles : Confidence regions for the first order parameters of a heavy tailed distribution using empirical likelihood (June 7th, 2011)
  • International meeting of probability and statistics JIPS 2011 (Algiers), invited talk : On empirical likelihood methodology and extreme value statistics (Nov 22, 2011)
  • Statistics seminar of IRMAR (Rennes) : New estimators for the tail index for randomly censored data : framework and empirical results (June 1st, 2012)
  • 1st conference of the International Society for Nonparametric Statistics (Chalkidiki/Thessalonic, Greece) : About empirical likelihood-based confidence regions in extreme values statistics (june 2012)
  • Seminar of the Mathematics Laboratory of Technological University of Compiègne : New estimators of the extreme value index for randomly censored data (Nov 26th, 2013)
  • Econometrics and Statistics Seminar of the EQUIPPE laboratory (Univ. Lille 3) : New estimators of the extreme value index for randomly censored data (Dec 5th, 2013)
  • 48th Statistics days of the French Statistical Society (Montpellier) : Statistical extreme value analysis for randomly censored data (30 mai 2016)

Last update : Sept 15th, 2016

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