Members of the Research Center for Statistics publish scientific work that is primarily in the area of fundamental statistics (mathematical statistics) and focuses on applied research areas such as financial econometrics, economics, health sciences, engineering, environmental sciences, psychology, and social sciences. In particular, the Center's researchers provide expertise in robust inference, small sample inference, indirect inference, semi-parametric and non-parametric statistics, model selection for high-dimensional data, time series analysis, linear latent variable and mixture models, and longitudinal data analysis.

The Center's membership includes individuals who are (or have been) members of the 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 Center also organizes or participates in the organization of international scientific conferences. These include the 21st International Conference on Computational Statistics (COMPSTAT 2014), held in Geneva in August 2014, and the International Conference on Robust Statistics (ICORS 2016), held in Geneva in June 2016.

The members of the Research Center for Statistics are involved in seeking external funding for research projects. Many of the Center's Ph.D. students are funded through these projects. Financial support comes mainly from the Swiss National Science Foundation, although some funding comes from other funds.


RECENT Publications

La Vecchia, D., Moor, A., & Scaillet, O. (2023). A higher-order correct fast moving-average bootstrap for dependent data. Journal of Econometrics, 235(1), 6581.

Röttger, F., Engelke, S., & Zwiernik, P. (2023). Total positivity in multivariate extremes. The Annals of Statistics, 51(3), 9621004.

Engelke, S., & Volgushev, S. (2022). Structure learning for extremal tree models. Journal of the Royal Statistical Society Series B: Statistical Methodology, 84(5), 2055–2087.

Hallin, M., La Vecchia, D., & Liu, H. (2022). Center-outward R-estimation for semiparametric VARMA models. Journal of the American Statistical Association, 117(538), 925938.

Kramlinger, P., Krivobokova, T., & Sperlich, S. (2022). Marginal and Conditional Multiple Inference for Linear Mixed Model Predictors. Journal of the American Statistical Association.

Lideikyte-Huber, G., & Pittavino, M. (2022). Who donates and how? New evidence on the tax incentives in the canton of Geneva, Switzerland. Journal of Empirical Legal Studies, 19(3), 758–797.

Mammen, E., & Sperlich, S. (2022). Backfitting tests in generalized structured model. Biometrika, 109(1), 137–152.

Peñaranda, F., Rodríguez-Poo, J. M., & Sperlich, S. (2022). Nonparametric specification testing of conditional asset pricing models. Journal of Business & Economic Statistics, 40(4), 1455-1469.

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, 540(117), 1996–2013.

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.

Reluga, K., Lombardía, M.-J., & Sperlich, S. (2021). Simultaneous inference for empirical best predictors with a poverty study in small areas. Journal of the American Statistical Association, 118(541), 583–595.


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


Recent Ph.D. Theses

Indirect Estimators and Computational Methods for Models with Unobserved Variables in High Dimensions (Blanc, G. 2023)

Robustness in models for categorical variables (Miron, J. 2023)

Contributions to robust inference for categorial data and to robust Bayesian inference (Poilane, B. 2023)

Causal Inference for Extremes (Gnecco, N. 2022)

Contributions to higher-order correct and robust inference for dependent data (Moor, A. 2022)

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)

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

   AACSB-logo-member-color-RGB.png        AMBA-logo-Acc-Colour.gif          EFMD-NewLogo2013-HR_colours.png