Scientific publications of the members of the Research Center for Statistics are essentially in fundamental statistics (mathematical statistics), with a focus on applied research fields such as financial econometrics, economics, health sciences, engineering, environmental sciences, psychology, social sciences, etc. More specifically, the researchers affiliated with the Center provide expertise on robust inference, small sample inference, indirect inference, semi- and non-parametric statistics, model selection in high dimension, time series analysis, mixed and generalized linear latent variable models, and longitudinal data analysis.

The members of the Research Center for Statistics are/have been members of editorial boards of statistical journals, such as the Journal of the American Statistical Association, TEST, Sankhya B, Computational Statistics & Data Analysis, and other disciplinary journals such as The Journal of Income Inequality.

The members of the Center also organize or participate in the organization of scientific international conferences, including:

  • 21st International Conference on Computational Statistics (COMPSTAT 2014), Geneva, August 2014.
    Organizer and Chairman: Prof. (emeritus) Manfred Gilli, Scientific and Organizing Committees: Prof. Gérard Antille, Manfred Gilli, Stefan Sperlich, Elvezio Ronchetti.
  • International Conference on Robust Statistics (ICORS 2016), Geneva, June 2016. 200 participants.
    Organizer and Chairman: Prof. Maria-Pia Victoria-Feser, Scientific and Organizing Committees: Prof. Eva Cantoni, Elvezio Ronchetti, Davide La Vecchia, Dr. Marc-Olivier Boldi.
  • Workshop in honor of Prof. Elvezio Ronchetti's 60th birthday, Geneva, Saturday, July 2, 2016. 60 participants.
    Organizers: Prof. Eva Cantoni, Prof. Davide La Vecchia, Prof. Fabio Trojani.
  • 31st annual congress of the European Economic Association & 69th European meeting of the Econometric Society (EEA-ESEM 2016), Geneva, August 2016. 1’500 participants.

The members of the Research Center for Statistics have been active in seeking outside funding for research projects. Many of our Ph.D. students are financed through these projects. The main source of financial support is the Swiss National Science Foundation, but other sources have also been used.

Selected Publications

Gnecco N., Meinshausen, N., Peters, J., & Engelke, S. (2021)
Causal discovery in heavy-tailed models.
The Annals of Statistics, 49(3), 1755–1778.

Guerrier, S., Molinari, R., Victoria-Feser, M.-P., & Xu, H. (2021)
Robust Two-Step Wavelet-Based Inference for Time Series Models.
Journal of the American Statistical Association.

Jiang, C., La Vecchia, D., Ronchetti, E., & Scaillet, O. (2021)
Saddlepoint approximations for spatial panel data models.
Journal of the American Statistical Association.

Lalancette, M., Engelke, S., & Volgushev, S. (2021)
Rank-based Estimation under Asymptotic Dependence and Independence, with Applications to Spatial Extremes.
The Annals of Statistics, 49(5), 2552–2576.

Engelke, S., & Hirtz A. S. (2020)
Graphical models for extremes
Journal of the Royal Statistical Society Series B: Statistical Methodology, 82(4).

Hallin, M., & La Vecchia, D. (2020)
A Simple R-estimation method for semiparametric duration models
Journal of Econometrics, 218(2), 736-749.

Hallin, M., La Vecchia, D., & Liu, H. (2020)
Center-Outward R-Estimation for Semiparametric VARMA Models
Journal of the American Statistical Association.

Guerrier, S., Dupuis-Lozeron, E., Ma, Y., & Victoria-Feser, M.-P. (2019)
Simulation based Bias Correction Methods for Complex Models.
Journal of the American Statistical Association Theory and Methods Section, 114
(525), 146–157.

Avella-Medina, M., & Ronchetti, E. (2017)
Robust and consistent variable selection in high-dimensional generalized linear models
Biometrika, 105(1), 31-44.

Cantoni, E., Mills Flemming, J., & Welsh, A. H. (2017)
A random-effects hurdle model for predicting bycatch of endangered marine species
Annals of Applied Statistics, 11(4), 2178-2199.

Hallin, M., & La Vecchia, D. (2017)
R-estimation in semiparametric dynamic location-scale models
Journal of Econometrics, 196
(2), 233-247.


> For a complete list, please visit our Knowledge & Publications page.


Recent Ph.D. Theses


Domain-Tailored Approaches to Statistical Learning (Bakalli, G. 2021)

Contributions to high-dimensional and semiparametric statistics for dependent data (Bodelet, J. 2021)

Statistical Inference on Network Data: Spatial Panel and Latent Variables (Jiang, C. 2021)

Topics in Statistics and Financial Econometrics: Penalized Estimators and Stochastic Discount Factors (Quaini, A. 2021)

Rare Events, Data Science and Climate Modeling (Vignotto, E. 2021)

Contributions to time series analysis (Xu, H. 2021)

Simultaneous and post-selection inference for mixed parameters (Reluga, K. 2020)

Contributions to simulation-based estimation models (Orso, S. 2019)

Permutation tests and multiple comparisons in the linear models and mixed linear models, with extension to experiments using electroencephalography (Frossard, J. 2019)

Statistical modelling and inference for covariate-dependent extremal dependence (Mhalla, L. 2018)

Contributions to the robust analysis of structural models (Ranjbar Akbarzadeh, S. 2018)

Validity and accuracy of posterior distributions in Bayesian statistics (Turbatu, L. 2018)


> Click here for more information on the Ph.D. in Statistics program.

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