Julien Worms (english)

Associate professor in mathematics

Team : Probability and Statistics


Contact :

UFR des 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 ISADS, and head of first year.

Co-organizer of the probability and statistics seminar of the LMV

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, survival analysis, statistical climatology and hydrology

Other themes of interest

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



  • 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 )
  • (coll. with R.Worms) Extreme value statistics for censored data with heavy tails under competing risks, Metrika, Volume 81, pages 849-889 (2018) (HAL link, ArXiv link, link to the journal website). Supplementary material for this paper  downloadable here)
  • (coll. with J.Beirlant and R.Worms) Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behaviour, Journal of Statistical Planning and Inference, Volume 202, Pages 31-56 (2019) (HAL link , ArXiv link, journal link)
  • (coll. with R.Worms) Weibull-tail coefficient estimation in presence of random censoring , Extremes, Volume 22(4), Pages 667-704 (2019) (journal link , HAL link)
  • (coll. with R.Worms) Extremes value statistics for heavy-tailed and light-tailed distributions in the presence of censoring (2021, Statistics, Volume 55(5), 979-1017, https://doi.org/10.1080/02331888.2021.1994574 ; HAL link)
  • (coll. with P.Naveau) Record events attribution in climate studies (2022, Environmetrics, https://doi.org/10.1002/env.2777 , and supplementary material ; HAL archive link , R code, manual for the R code)

Submitted or current works

  • (coll. with R.Worms) Moment estimators of the extreme value index for randomly censored data in the Weibull domain of attraction (HAL link )
  • (coll. with P.Gonzalez, P.Naveau, S.Thao) Analysis of precipitation records from climate models in a non-stationary context  (2022, in preparation)


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
    (collaboration with 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, link)
  • Parametric and Non-Parametric Statistics for Program Performance Analysis and Comparison (collaboration with S.Touati  ; INRIA Research Report number 8875, march 2016, HAL link )
  • Modelling Program’s Performance with Gaussian Mixtures for Parametric Statistics (collaboration with S.Touati), IEEE Transactions on Multi-Scale Computing Systems, Volume 4, Issue 3, 383-395 (2018)


A selection of some 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)
  • 9th ERCIM conference on CMS (Sevilla) : Extreme value index estimation for randomly censored data with competing risks (December 11th, 2016)
  • Image-Optimisation-Probability Seminar of the Institute of Mathematics of Bordeaux : Extreme Value Statistics for Censored Data (June 7th, 2018)
  • 4th Conference of the International Society of Non-Parametric Statistics, Salerno (Italy), Extreme value analysis for randomly censored data under competing risks (June 13th, 2018)
  • Workgroup Extreme Values and Longevity (VELO), LPSM laboratory (Paris 6 and 7) : Asymptotic distribution of some extreme value index estimators under random censoring, and influence of the censoring strength in the tail (June 29th, 2018)
  • EVA 2019 conference (Zagreb) : Record events attribution in a climate change context (July 2d, 2019)

Last update : November 25th, 2022