Courses

Dept. of Statistics (Graduate Program; 1983-1986)

Statistical Inference
Asymptotic Expansions
Nonparametric and Robust Procedures
Small Sample Asymptotics, the Jackknife, and the Bootstrap

Dept. of Operations Research and Financial Engineering (PhD Program; February 2008)

Robust Statistical Techniques for Financial Modelling

Undergraduate courses (Bachelor; 1986-2021)

Statistique et probabilités I
Probability and Statistics II
Analyse de données

Graduate courses (Master/PhD in Statistics, Master in Finance, PhD in Economics; 1986-2021)

Advanced Statistical Inference
Time Series
Higher-Order Asymptotic Methods in Statistics and Econometrics
Modelling Interest Rates
Resampling Methods
Robust Statistics
Generalized Additive Models
Stochastic Processes

Undergraduate Courses (1996-2007)

Statistica I
Statistica II

PhD Program in Finance (1999-2006)

Probability Theory and Stochastic Processes
Statistics

Pro*Doc Program in Economics (2008)

Higher-Order Asymptotic Methods in Statistics and Econometrics

University of Perugia, Italy (Master Course; 1987)

Modello lineare

Dept. of Mathematics, EPFL Lausanne (Undergraduate course; 1987-1988)

Statistique mathématique

Key Center for Statistical Sciences, Melbourne, Australia (Graduate course; 1988)

Distribution-Free Statistical Methods

University of Neuchâtel (Postgraduate Course; 1989-1990)

Introduction aux méthodes statistiques

September 10-11, 1982
Robust Statistical Methods, 15th European Meeting of Statisticians, Palermo (Italy)

August 16-17, 1986
Robust Statistical Methods, American Statistical Association Meeting, Chicago (USA)

August 6-11, 1987
Small Sample Asymptotics, Dept. of Statistics, University of Washington, Seattle (USA)

July 28-29, 1988
Small Sample Asymptotics, Dept. of Statistics, La Trobe University, Melbourne (Australia)

October 2-7, 1989
Robustness in Statistics, European Courses in Advanced Statistics, Schloss Reisensburg (Germany)

April 29 - May 13, 1996
Robuste Statistik, Institut für empirische Wirtschaftsforschung, University of Zürich (Switzerland)

December 7-11, 1998
Elementi di teoria asintotica, Dip. di Studi Economico Finanziari e Metodi Quantitativi, Università di Roma Tor Vergata (Italy)

January 28-29, 1999
Analisi statistica robusta, Dip. di Statistica, Università di Firenze (Italy)

October 8-12, 2001
Bayesian Statistics and Financial Econometrics, European Courses in Advanced Statistics, University of Lugano (Switzerland)

July 12, 2004
Robust Statistics in Finance, Short Course ICORS04, Beijing (China)

October 26, 2005
Tutorial on Robust Statistics, International Workshop on Robust Statistics and R, Treviso (Italy)

September 6, 2007
Introduction a la statistique robuste, Journée de formation au Dept. de Recherche et Développement de EDF, Paris (France)

February 2008
Robust Statistical Techniques for Financial Modelling, Short Course, PhD Program, Dept. of Operations Research and Financial Engineering, Princeton University (USA)

August 11, 2008
Tutorial on Introduction to Robust Statistics with R, The R User Conference, Technische Universität Dortmund (Germany) (with M. Mächler)

March 6, 2009
Il ruolo delle scienze statistiche nella società moderna, La statistica da Stefano Franscini all'insegnamento liceale, Commissione di matematica della Svizzera Italiana, Lugano (Switzerland)

February 3-6, 2013
Robust Statistics, Short Course, Doctoral Program in Statistics and Applied Probability, Les Diablerets (Switzerland)

January 11, 2015
Tutorial on Robust Statistics, Indian Statistical Institute, Kolkata (India)

December 8, 2016
Tutorial on Higher-Order Asymptotic Methods in Statistics and Econometrics, 9th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics), Working Group on Computational and Methodological Statistics (CMStatistics 2016), University of Seville (Spain)

June 23, 2021
Tutorial on Robust Methods for Sample Selection Models and Treatment Effects (with M. Zhelonkin), 4th International Conference on Econometrics and Statistics, Yonsei University (South Korea)

April 8-13, 2022; December 2-7, 2022; January 26-February 3, 2024; January 24-31, 2025
Short course on Bootstrap Methods and Indirect Inference, Master of Insurance Innovation, Università degli Studi di Torino (Italy).

Peracchi, F.(1987), "Bounded Influence Methods in Econometrics with an Application to the Tobit Model", Dept. of Economics, Princeton University (USA)
Victoria Feser, M.P. (1993), "Robust Methods for Personal Income Distribution Models", Dept. of Econometrics, University of Geneva (Switzerland) (Latsis prize of the University)
Heritier, S. (1993), "Contributions to Robustness in Nonlinear Models : Application to Economic Data", Dept. of Econometrics, University of Geneva (Switzerland) (Universal prize of the Faculty)
Monti, A.C. (1994), "A Unified Approach to Nonparametric Methods for Inference", Dept. of Econometrics, University of Geneva (Switzerland)
Gatto, R. (1994), "Saddlepoint Methods and Nonparametric Approximations for Econometric Models", Dept. of Econometrics, University of Geneva (Switzerland) (Universal prize of the Faculty)
de Rossi, F.-X. (1996), "High Order Asymptotic Approximation for Robust Tests", Dept. of Mathematics, University of Geneva (Switzerland)
Cantoni, E. (1999), "Resistant Techniques for Nonparametric Regression, Generalized Linear and Additive Models", Dept. of Mathematics, University of Geneva (Switzerland)
Dell'Aquila, R. (2002), "Contributions to Robust Estimation, Testing and Model Selection in Finance", Faculty of Economics, University of Lugano (Switzerland)
Mancini, L. (2004), "Robust Statistical Procedures for Location and Scale Dynamic Models with Applications to Risk Management", Faculty of Economics, University of Lugano (Switzerland)
Huber, Ph. (2004), "Generalized Linear Latent Variables Models: Estimation, Inference and Empirical Analysis of Financial Data", Dept. of Econometrics, University of Geneva (Switzerland) (Universal prize of the Faculty)
Passarin, K. (2004), "A Robust Bayesian Approach to Portfolio Selection", Faculty of Economics, University of Lugano (Switzerland)
Lô, S. N. (2006), "Accurate Finite Sample Inference for Generalized Linear Models and Models on Overidentifying Moment Conditions", Dept. of Econometrics, University of Geneva (Switzerland)
Czellar, V. (2006), "Small Sample Properties of Indirect Inference with Applications to Stochastic Differential Equations", Dept. of Econometrics, University of Geneva (Switzerland)
Conne, D. (2008), "Goodness-of-fit for Generalized Linear Latent Variables Models", Dept. of Econometrics, University of Geneva (Switzerland)
Perret-Gentil, C. H. A. (2009), "Robust Cointegration", Dept. of Econometrics, University of Geneva (Switzerland)
La Vecchia, D. (2011), "Contributions to Robustness Theory", Faculty of Economics, University of Lugano (Switzerland)
Zhelonkin, M. (2013), "Robustness in Sample Selection Models", Research Center for Statistics and Dept. of Economics, University of Geneva (Switzerland)
De Porres, C. (2015), "Three Essays in Econometrics : Robust Model and Moment Selection and an Application of Semi-parametric Taylor Rules", Institute of Economics and Econometrics, University of Geneva (Switzerland)
Avella Medina, M. (2016), "Robust Penalized M-estimators for Generalized Linear and Additive Models", Research Center for Statistics, University of Geneva (Switzerland)
Hannay, M. (2016), "Confidence Sets for Model Selection", Research Center for Statistics, University of Geneva (Switzerland)
Deléamont, P.-Y. (2017), "Contributions to Inference for Diffusion Processes and Robust Statistics", Research Center for Statistics, University of Geneva (Switzerland)
Turbatu, L. (2018), "Accuracy and Validity of Posterior Quantiles in Bayesian Inference Using Empirical Likelihoods", Research Center for Statistics, University of Geneva (Switzerland)
Ranjbar, S. (2018), "Contributions to the Robust Analysis of Structural Models", Research Center for Statistics, University of Geneva (Switzerland)
Mhalla, L. (2018), "Statistical Modelling and Inference for Covariate-Dependent Extremal Dependence", Research Center for Statistics, University of Geneva (Switzerland)