Ph.D. Thesis

Rohmer, T., octobre 2014, Deux tests de détection de rupture dans la copule d'observations multivariées,
Université de Pau & Université de Sherbrooke


                                                                                     Composition du jury:
                                                                                    M. Bouezmarni Taoufik, PR Univ. de Sherbrooke (co-directeur)
                                                                                    Mme Favre Anne-Catherine, PR Univ. de Grenoble (Examinatrice)
                                                                                    M. Fermanian Jean-David, PR, ENSAE (rapporteur)
                                                                                    M. Girard Stéphane, CR -HDR, INRIA (rapporteur)
                                                                                    M. Kojadinovic Ivan, PR, Univ. de Pau (co-directeur)
                                                                                    M. Quessy Jean-François, Univ de Trois-Rivières (co-directeur)

Articles (peer reviewed): [Chronological order]

    1. T. Rohmer, A. Ricard & I. David, Copula miss-specification in REML multivariate genetic animal model estimation, 2022, Genetics Selection Evolution [HAL],

    2. A. Brouste, C. Dutang & T. Rohmer, A closed-form alternative estimator for GLM with categorical explanatory variables, 2022, Communications in Statistics,  Simulation and computation[HAL]

    3. V. Le, T. Rohmer & I. David, Impact of disturbance on the estimation of the genetic parameters and breeding values for production traits, 2022Animal.

    4. Dowek, A.,  Minh Maï Lê, L., Rohmer, T., Legrand, F.-X., Remita,H., Lampre, I., Tfayli, A.,  Lavielle, M., Caudron, E.,  A mathematical approach to deal with nanoparticle polydispersity in surface enhanced Raman spectroscopy to quantify antineoplastic agents  , Talanta, 2020, vol. 217, p. 121040

    5. A. Brouste, C. Dutang & T. Rohmer, Closed form Maximum Likelihood Estimation for Generalized  Linear Models in the case of categorical explanatory variables: application to insurance loss modelling, Computational Statistics,  35, 689-724, p. 1-36 (2020) (pdfHAL)
      • R package glmtools  (dépôt logiciel, 03/2020)
  1. Rohmer, T., 2016, Some results on change-point detection in cross-sectional dependance of multivariate data with changes in marginal distributions  Statistics & Probability Letters, Volume 119, December 2016, Pages 45-54, ISSN 0167-7152. 

  2. Kojadinovic, I., Quessy, J-F. & Rohmer, T.  2015, Testing the constancy of Spearman's rho in multivariate time series, Annals of the Institute of Statistical Mathematics, Pages 1-26

  3. Bücher, A., Kojadinovic, I., Rohmer, T. & Segers, J. 2014, Detecting changes in cross-sectional dependence in multivariate time series, Journal of Multivariate Analysis, Volume 132, November 2014, Pages 111-128 

Working papers:

Students :

Reviewer :

Statistics and Probability Letters (STATPRO)
International Journal of Biostatistique (IJB)
World Rabbit Congress (WRC2020)
Annal of Actuarial Sciences (AAS)
Journal of multivariate Analysis (JMVA)

Academic Chair:

(2019-present): Participation to the chair IDR re2a directed by Alexandre Brouste, Anis Matoussi, Mathieu Rosenbaum and Nizar Touzi