Anne-Laure Fougères


En francais	Mailing address Institut Camille Jordan Université Claude Bernard Lyon 1 21 av. Claude Bernard 69622 Villeurbanne Cedex FRANCE.	To find me Bureau 206 Bâtiment Braconnier Université Claude Bernard	To reach me Tél: (+33) 4 72 44 62 71 Fax: (+33) 4 72 43 16 87 Courriel : fougeresATmath.univ-lyon1.fr (remplacer 'AT' par @)

Professor at the Université Claude Bernard Lyon 1 .
Researcher in Statistics, at Institut Camille Jordan (UMR 5208 du CNRS), team Probabilités, Statistique et Physique Mathématique

Research in Statistics

Main research interests

Multivariate extreme value theory : methods and applications.
Modelling spatial extremes. Applications in environnemental sciences and climate.
Multivariate statistics : concepts and measures of dependence, bivariate models with uniform margins, stochastic orderings.
Functional estimation under shape restrictions.

Seminar organisation

Lyon's Statistical meetings
Cafés de la Statistique (in collaboration with Antoine Rolland).

Publications

Anevski, D. & Fougères, A.-L. Limit properties of the monotone rearrangement for density and regression function estimation. Bernoulli, à paraître (2017).
Sebille, Q., Fougères, A.-L. & Mercadier, C. Modeling extreme rainfall : A comparative study of spatial extreme value models. Spatial Statistics, Vol. 21, pp. 187-208 (2017).
Fougères, A.-L., De Haan, L. & Mercadier, C. Bias correction in multivariate extremes. Annals of Statistics 43 (2), 903-934 (2015).
Charpentier, A., Fougères, A.-L., Genest, Ch. & Nešlehovà, J. G. Multivariate Archimax Copulas. Journal of Multivariate Analysis 126, 1-28 (2014).
Fougères, A.-L. “Modèles univariés de valeurs extrêmes” et “Valeurs extrêmes multivariées : quelques aspects et modèles”: deux chapitres du livre Approches Statistiques du Risque. Technip. (2014).
Cai, J. J., Fougères A.-L. & Mercadier, C. Environmental data: multivariate Extreme Value Theory in practice. Journal de la Société Française de Statistique 154(2), 178-199 (2013).
Sabourin, A., Naveau, Ph. & Fougères, A.-L. Bayesian model averaging for multivariate extremes. Extremes 16, 325-350 (2013).
Fougères, A.-L. Mercadier, C. & Nolan, J. P. Dense classes of multivariate extreme value distributions. Journal of Multivariate Analysis 116, 109-129 (2013).
Fougères, A.-L. & Mercadier, C. Risk measures and multivariate extensions of Breiman’s theorem. Journal of Applied Probability 49, 1-21 (2012).
Fougères, A.-L., and Ph. Soulier. Estimation of conditional laws given an extreme component. Extremes 15, 1-34 (2012).
Fougères, A.-L., and Ph. Soulier. Limit conditional distributions for bivariate vectors with polar representation. Stochastic Models 26(1), 54-77 (2010).
Fougères, A.-L., Nolan, J. P., and Rootzén, H. Models for dependent extremes using stable mixtures. Scand. J. Statist. 36, 42-59 (2009).
Romo, L., Legauffre, C., Mille, S., Chèze, N., Fougères, A.-L., Marquez, S., Excoffier, A. et Adès, J. Propriétés psychométriques des versions françaises des échelles d'hyperactivité de Wender durant l'enfance (WURS) et de l'échelle de déficit d'attention de Brown (ADD) version adultes. L’Encéphale, 36 (5), 380-389 (2010).
Abdous, B., Fougères, A.-L., Ghoudi, K., and Ph. Soulier. Estimation of bivariate excess probabilities for elliptical models. Bernoulli 14, 1065-1088 (2008).
Barbe, Ph., Fougères, A.-L., and C. Genest. On the tail behavior of sums of dependent risks. Astin Bulletin Vol. 36, 361-373 (2006).
Fougères, A.-L., Holm, S., and Rootzén, H. Pitting corrosion: Comparison of treatments with extreme value distributed responses. Technometrics Vol. 48, 262-272 (2006).
Fougères, A.-L., Gamboa, F., and Prieur, C. Some asymptotic results for the number of generalized records. Extremes 8, 27-41 (2005).
Abdous, B., Fougères, A.-L., and Ghoudi, K. Extreme behaviour for bivariate elliptical distributions. Canadian Journal of Statistics, Vol. 33, 317-334 (2005).
Fougères, A.-L. Multivariate Extremes. In Extreme Values in Finance, Telecommunications, and the Environment, Ed. Finkenstädt, B. and Rootzén, H., Monographs on Statistics and Applied Probability 99, Chapman and Hall/CRC (2004).

Fougères, A.-L., Rootzén, H., Isacsson, M., Ström, G., and Tan, Z. Pitting corrosion on magnesium alloys: A comparative study of field data using extreme value techniques. In Corrosion and protection of light metal alloys, Proceedings of the 204-th meeting of the Electrochemical Society, PV 2003-23, ed. R.G. Buchheit et al, 177-192 (2003).

Antoniadou, T., Besse, P., Fougères, A.-L., Le Gall, C. and D. B. Stephenson. L'Oscillation Atlantique Nord (NAO) et son influence sur le climat européen. Rev. Statist. Appl. XLIX (3), 39-60 (2001).

Capéraà, P. and A.-L. Fougères. Estimation of a bivariate extreme value distribution. Extremes 3, 311-329 (2000).
Capéraà, P., Fougères, A.-L., and C. Genest. Bivariate distributions with given extreme value attractor. J. Mult. Anal. 72, 30-49 (2000).
Fougères A.-L. Estimation de densités unimodales. Canad. J. Statist. 25, 375-387 (1997).
Capéraà, P., Fougères, A.-L., and C. Genest. A nonparametric estimation procedure for bivariate extreme value copulas. Biometrika 84, 567-577 (1997)
Capéraà, P., Fougères, A.-L., and C. Genest. A stochastic ordering based on a decomposition of Kendall's tau. Distributions with Given Marginals and Moment Problems (Prague, 1996), Kluwer Acad. Publ., Dordrecht, 81-86, (1997).
Avérous, J., Fougères A.-L. and M. Meste. Tailweight with respect to the mode for unimodal distributions. Statist. and Probab. Lett. 28, 367-73 (1996).