Bouezmarni, Taoufik

Professeur, Faculté des sciences
FAC. SCIENCES Mathématiques

Coordonnées

Courriel


819-821-8000, poste 62035

Diplômes

(2004) Smoothed Histograms and Asymmetric Kernels Estimation of Density Function. Doctorat (Doctorat en Sciences). Université Catholique de Louvain (Français).

(1999) Bernstein Estimator for Unbounded Density Functions. Maîtrise avec mémoire (Diplome approfondie en statistique - Maîtrise). Université Catholique de Louvain (Français).

(1997) Baccalauréat (Licence en sciences). Université Mohammed V.

Expérience académique

(2015) Associate Professor. Université de Sherbrooke.

(2019-2020) Directeur adjoint aux études supérieures et à la recherche. Université de Sherbrooke.

(2010-2015) Assistant Professor. Université de Sherbrooke.

(2009-2010) Research Associate. McGill University.

(2010) Lecturer. Université de Montréal.

(2008-2009) Postdoctoral fellow. Université de Montréal.

(2009) Lecturer. Université de Montréal.

(2006-2008) Postdoctoral fellow. HEC Montréal.

(2005) Research Associate. Katholieke Universiteit Leuven (Dutch).

(2005) Lecturer. Université Catholique de Louvain (Français).

(1998-2004) Teaching Assistant. Université Catholique de Louvain (Français).

Présentation

Sujets de recherche

Économétrie, Modélisation.

Disciplines de recherche

Économie, Statistiques.

Mots-clés

(Non)Conditional Dependence Modeling, Semi and nonparametric methods, Survival analysis, Econometrics.

Intérêts de recherche

Kernel smoothing for semi and nonparametric methods; Econometrics, Time series; Copula: Estimation and applications; Survival analysis; Dependence and conditional dependence sturucture.

Langues parlées et écrites

Anglais, Arabe, Berbère, Espagnol (castillan), Français

Financement

Subvention. (Obtenu). Chercheur principal. Dependence structure modeling: New directions and applications. Conseil de Recherches en Sciences Naturelles et Génie du Canada (CRSNG). 125000 $ (2019-2024).

Subvention. (Terminé). Chercheur principal. Non and semiparametric methods based on copula functions. Conseil de Recherches en Sciences Naturelles et Génie du Canada (CRSNG). 96000 $ (2013-2019).

Subvention. (Terminé). Chercheur principal. Conditional copula models for censored data. Fonds Québécois de la Recherche sur la Nature et les Technologies (FQRNT). 76200 $ (2016-2018).

Subvention. (Terminé). Co-demandeur. Comprendre la physiologie du vieillissement par la modélisation longitudinale des changements dans les réseaux de biomarqueurs chez l'humain.. Fonds de recherche du Québec - Santé (FRQS). 193482 $ (2012-2015).

Subvention. (Terminé). Co-demandeur. Understanding the physiology of aging by modeling longitudinal changes in networks of biomarkers in humans. Canadian Institutes of Health Research. 330546 $ (2012-2015).

Subvention. (Terminé). Chercheur principal. Non and semiparametric methods. Université de Sherbrooke. Start up funds. 15000 $ (2010-2012).

Publications

Articles de revue

  • Rabhi*, Y., and Bouezmarni, T. (2019). Copula function for right-censored length-biased data. Journal of the American Statistical Association, (Article accepté).
  • Bouezmarni, T., Camirand Lemyre*, F. and Quessy, J-F. (2019). On the asymptotic behavior of two estimators of the conditional copula based on time series. Metrika, (Article publié).
  • Bouezmarni, T., Fontaine*, C. and Rabhi*, Y. (2019). Semiparametric estimation of the regression function for right-rensored Data. Statistics, (Article accepté).
  • Begin*, É., and Dutilleuly, P., and Beaulieu, C., and Bouezmarni, T. (2019). The M-Vine decomposition for VAR(1) models. Statistics and Probability Letters, (Article publié).
  • Bahraoui*, T., Bouezmarni, T. and Quessy, J-F. (2018). A family of goodness-of-fit tests for copulas based on characteristic functions. Scandinavian Journal of Statistics, 45, 301-323. (Article publié).
  • Belalia*, M., Bouezmarni, T. and Leblanc, A. (2018). Bernstein conditional density estimation with application to conditional distribution and regression function. The Journal of the Korean Statistical Society, (Article publié).
  • Bahraoui*, T., Bouezmarni, T. and Quessy, J-F. (2018). Characteristic-function tests of bivariate copula symmetry. Journal of Dependence Modeling, (Article publié).
  • Mesfioui, M., Bouezmarni, T., and Belalia, M. (2018). Copula-Based links regression: estimation and applications. Scandinavian Journal of statistics, (Révisions requises).
  • Nasri*, N., Rémillard, B. and Bouezmarni, T. (2018). Copula-based nonstationnary conditional quantiles. Journal of Multivariate Analysis, (Article publié).
  • Bouezmarni, T., Camirand Lemyre*, F. and El Ghouch, A. (2018). Estimation of a bivariate conditional copula when a variable is subject to random right censoring. Electronic Journal of Statistics, (Article publié).
  • Bouezmarni, T, Beillegem, S., and Rabhi*, Y. (2018). Nonparametric beta kernel estimator for long memory series. Canadian Journal of Statistics, (Article accepté).
  • Rabhi*, Y. and Bouezmarni, T. (2018). Nonparametric inference for copula density function under random censoring. Electronic Journal of Statistics, (Article publié).
  • Bouezmarni, T., Camirand Lemyre*, F., and Quessy, J-F. (2018). Nonparametric measures of local causality and tests of local non-causality in time series. Electronic Journal of Statistics, (Article publié).
  • Belalia*, M., Bouezmarni, T. and Leblanc, A. (2017). Conditional distribution estimators using Bernstein polynomials. Computational Statistics and Data Analysis, 111, 166-182. (Article publié).
  • Rémillard, B., Nasri*, B. and Bouezmarni, T. (2017). Copula-based quantile regression and inference. Statistics and Probability Letters, 128, 14-20. (Article publié).
  • Nasri*, B., Bouezmarni, T., St-Hilaire A. and Ouarda, T.B.M.J . (2017). Non-Stationary Hydrologic Frequency Analysis using B-Spline Quantile Regression. Journal of Hydrology, 554, 532-544. (Article publié).
  • Taamouti, A., Bouezmarni, T., El Ghouch, A. (2014). Nonparametric Estimation and Inference for Granger Causality Measures. Journal of Econometrics, 180, 251-262. (Article publié).
  • Taamouti, A. and Bouezmarni, T. (2014). Nonparametric tests for conditional independence using conditional distributions. Journal of Nonparametric Statistics, 26, 679-719. (Article publié).
  • Bouezmarni, T., Taamouti, A. and El Ghouch, A. (2013). Bernstein estimator for unbounded density copula densities. Statistics and Risk Modelling, 30, 343-360. (Article publié).
  • Noh, H., El Gouch. A. and Bouezmarni T. (2013). Copula-based regression estimation and inference. Journal of the American Statistical Association, 108, 676-688. (Article publié).
  • El Ghouch, A., Genton, M. G. and Bouezmarni, T. (2013). Measuring the discrepancy of a parametric model via local polynomial smoothing. Scandinavian Journal of Statistics, 40, 455-470. (Article publié).
  • Bouezmarni, T., Rombouts, J. V. K., and Taamouti, A. (2012). Nonparametric copula-based test for conditional independence with applications to Granger causality. Journal of Business and Economic Statistics, 30, 275-287. (Article publié).
  • Bouezmarni T, Roy R, Taamouti A. (2011). Asymptotic and Small Sample Properties of Conditional-Distribution-based Tests for Conditional. Proceedings of the Business and Economic Statistics Section of the American Statistical Association, (Article publié).
  • Bouezmarni T, El Ghouch A, Mesfioui M. (2011). Gamma Kernel Estimators for Density and Hazard Rate of Right-Censored Data. Journal of Probability and statistics, ID 937574, (Article publié).
  • Bouezmarni Taoufik, Rombouts Jeroen, Taamouti Abderrahim. (2010). Asymptotic Properties of the Bernstein Density Copula for Dependent Data. Journal of Multivariate Analysis, 101(1), 1-10. (Article publié).
  • Bouezmarni T, Rombouts J V K. (2010). Nonparametric Density Estimation for Multivariate Bounded Data. Journal of Statistical Planning and Infer- ence, 140, 139-152. (Article publié).
  • Bouezmarni Taoufik, Rombouts Jeroen. (2009). Nonparametric Density Estimation for Positive Time Series. Computational Statistics and Data Analysis, 54, 245-17. (Article publié).
  • Bouezmarni, T., Mesfioui, M. and Tajar, A. (2009). On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model. Journal of Probability and Statistics, ID 895742, 15pages. (Article publié).
  • Bouezmarni, T. and Rombouts, J.V.K. (2008). Nonparametric Density and Haz- ard Function Estimation for Censored Positive Time Series. Journal of Nonparametric Statistics, 20, 627-643. (Article publié).
  • Bouezmarni, T. and Rombouts, J.V.K. (2008). Semiparametric Density Estimation Using Copulas for Multivariate Positive Data. Computational Statistics and Data Analysis, 53, 2040-2054. (Article publié).
  • Bouezmarni, T. et Rolin, J.M. (2007). Bernstein Estimator for Unbounded Density Function. Journal of Nonparametric Statistics, 19, 145 - 161. (Article publié).
  • Bouezmarni, T., Mesfioui, M. and Rolin, J.M. (2007). L1 Rate of Convergence of Gamma Histograms. Statistics and Probability Letters, 77, 1497-1504. (Article publié).
  • Bouezmarni Taoufik, Olivier Scaillet. (2005). Consistency of Asymmetric Kernel Den- sity Estimators and Smoothed Histograms with Application to Income Data. Econometric Theory, 21, 390-23. (Article publié).
  • Asymptotic properties of a Bernstein estimator of the multivariate distribution function under right censoring. Communications in Statistics - Theory and Methods., (Article soumis).

Autres contributions

Gestion d'évènements

  • Co-organizer. (2010-2019). Séminaire de Statistique. (Séminaire).
  • Scientific Committee member. (2018). 5th Days of Econometrics for Finance. (Atelier).
  • Scientific Committee member. (2017). 4th Days of Econometrics for Finance, Rabat, Morocco. (Atelier).
  • Co-organizer. (2017). 61st ISI World Statistics Congress, 16 to 21 July 2017, Marrakech, Morocco. (Conférence).
  • Scientific Committee member. (2016). 3rd Days of Econometrics for Finance, Rabat, Morocco. (Atelier).
  • Scientific Committee member. (2015). 2nd Days of Econometrics for Finance, Rabat, Morocco. (Atelier).
  • Co-organizer. (2010-2014). Club de mathématiques. (Club).
  • Co-organizer. (2013). Workshop on Nonparametric Curve Smoothing. (Atelier).
  • Co-organizer. (2011-2012). Mathematics Colloquia of the Université de Sherbrooke. (Séminaire).

Activités de collaboration internationale

  • Co-author of articles. (2018). États-Unis.
  • Co-authors of articles. (2012-2018). Royaume-Uni.
  • Co-auteurs d'articles scientifiques. (2017-2018). Canada. Collaboration et révision d'articles scientifiques avec le professeur Bruno Rémillard et sa stagiaire postdoctorale Bouchra Nasri.
  • Co-author of articles. (2014-2018). France.
  • Co-authors of articles. (2012-2017). Belgique.

Présentations

  • (2019). Nonparametric inference for copulas and measures of dependence under length-biased sampling and informative censoring. The 11th International Conference of the ERCIM WG on Com- putational and Methodological Statistics (CMStatistics 2019). Londres, Royaume-Uni.
  • (2019). modélisation statistique: Estimation et inférence. Centre de recherche sur l’enseignement et l’apprentissage des sciences (CREAS),. Sherbrooke, Canada.
  • (2018). Copula-Based links Regression: Estimation and applications. Séminaire de statistique de Sherbrooke. Sherbrooke, Canada.
  • (2018). Copula-Based links Regression: Estimation and applications. The 9th International Workshop on Applied Probability (IWAP 2018). Budapest, Hongrie.
  • (2018). Nonparametric inference for copula density function under random censoring. 4th International Society of NonParametric Statistics Conference (ISNPS). Salerno, Italie.
  • (2017). Copula-Based Regression Estimation. CRM, Université de Laval, Québec, Canada. Québec, Canada.
  • (2017). Copula-based logistic regression estimation. The 10th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2017). London, Royaume-Uni.
  • (2017). Nonparametric Beta kernel estimator for long memory time series. GERAD and HEC Montreal (Département de Sciences de la décision). Montreal, Canada.
  • (2017). Nonparametric Beta kernel estimator for long memory time series. Quatrième Journées d'Économétrie de la Finance, Université Mohamed V. Rabat, Maroc.
  • (2017). Nonparametric Measures of Local Causality and Tests of Local Non-Causality in Time Series. Colloque CIREQ d'économétrie : Inférence dans les grands modèles économétriques. Montreal, Canada.
  • (2016). Estimation of a bivariate conditional copula when a variable is subject to random right censoring. Seminar of the Department of Mathematics and Statistics, Windsor University. Windsor, Canada.
  • (2016). Improved conditional distribution estimators using Bernstein polynomials. 3rd Marrakesh International conference on Probability and Statistics (MICPS2016). Marrakesh, Maroc.
  • (2016). Nonparametric tests for conditional independence using conditional distribution. Seminar of the Faculté des Sciences Juridiques, Économiques et Sociales, Université Mohamed V. Rabat, Maroc.
  • (2015). Copula-Based Regression Estimation and Inference. Seminar of the Department of mathematics and statistics, Laval University. Québec, Canada.
  • (2015). Extended Lorenz curves for general random variables. 5ème rencontre scientifiques Sherbrooke-Montpellier. Sherbrooke, Canada.
  • (2015). Extended Lorenz curves for general random variables. 55ème congrès de la Société Canadienne de Science Économique (SCSE). Montreal, Canada.
  • (2015). Nonparametric Tests for Conditional Independence Using Conditional Distributions. International work-conference on time series analysis (ITISE). Granada, Espagne.
  • (2015). On the estimation of conditional copulas for time series data. European Meeting of Statisticians (EMS). Amsterdam, Pays-Bas.
  • (2014). Regression estimation based on Bernstein copula density. 2nd ISNPS (International Society of NonParametric Statistics) Conference. Cadiz, Espagne.
  • (2014). Regression estimation based on Bernstein density copulas. Meeting of the Statistical Society of Canada (SSC). Toronto, Canada.
  • (2014). Régression basée sur les copules : estimation et inférence. Association des statisticiens et statisticiennes du Québec. Québec, Canada.
  • (2013). Empirical conditional copula estimator properties under mixing conditions. Workshop on Nonparametric Curve Smoothing, Concordia University. Montréal, Canada.
  • (2012). Copula-based regression estimation and inference. Seminar of the Department of Mathematics and Statistics, McGill University. Montréal, Canada.
  • (2012). Copula-based regression estimation and inference. Seminar of the Department of Statistics of University of Manitoba. Winnepeg, Canada.
  • (2011). Interdisciplinary Mathematical and Statistical Techniques, Concordia University. Montréal, Canada.
  • (2010). Seminar of the Institut de Statistique, Biostatistique et Sciences Actuarielles, Université Catholique de Louvain. Louvain la Neuve, Belgique.
  • (2010). Colloque Méthodologie statistique contemporaine, Université de Sherbrooke. sherbrooke, Canada.
  • (2010). The 2010 Meeting of the Statistical Society of Canada. Québec, Canada.
  • (2010). The 2010 Joint Statistical Meetings. Vancouver, Canada.
  • Extended Lorenz curves and Gini coefficients for general possibly negative random variables. The 2019 Africa Meeting of the Econometric Society (AFES 2019). Rabat.
  • Nonparametric Measures of Local Causality and Tests of Local Non-Causality in Time Series. sixième Journées d'Économétrie de la Finance, Université Mohamed V, Rabat, Maroc. Rabat.

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