Faculty of Sciences

Team 4 LAMDA-RO

Team 4

Theoretical and Applied Statistics

Team Title

Theoretical and Applied Statistics

Possible acronym:

STA

Home page Team

 

Physical location:

Department of Mathematics, University of Blida 1

Team Leader Name

RASSOUL Abdelaziz

Grade: MCA

Number of posts

(Google Scholar)

18

 

Google Scholar citation number)

65

 

H-index (Google

Scholar)

3

 

Google Account Schto smell

https://scholar.google.com/citations?user=eO43m-EAAAAJ

 

 

Complete list of team members by rank starting with the highest rank

 

 

Last name First Name

 

Reporting structure

S

e

X and

 

Date of Birth

 

Last diploma

 

 

Grade

 

 

Specialty

 

 

Google Account Schto smell

 

Number of publications

Number of citations (Google

Scholar)

 

H-index (Google Scholar)

 

Rassoul Abdelaziz

 

ESH Blida

 

M

 

16/02/1975

 

HDR

 

Prof.

 

Prob & stats

https://scholar.google.co

m/quotes?user=eO43 m-EAAAAAJ

 

18

 

65

 

3

Ould Rouis Hamid

USDB

M

26/01/1955

PHD

MCA

Prob & stats

 

2

 

 

Tami Omar

USDB

M

28/11/1955

Master

MAB

Prob & stats

 

2

 

 

Frihi Redouane

USDB

M

15/03/1972

Master

MAA

Prob & Stats

 

1

 

 

Guermah Toufik

Univ. chlef

M

17/09/1977

Master

MAA

Prob and Stats

 

1

 

 

Bukhari Med

USDB

M

00/00/1973

Master

MAA

Prob & Stats

 

1

 

 

 

ugly mohamed

 

ENST.

Algiers

 

M

 

22/02/1977

 

Master

 

MAA

 

Prob & Stats

https://scholar.google.co m/quotes?user=Mu40a J4AAAAJ&hl=en

 

3

 

 

 

Bari Amina

C univ.

tindouf

 

F

 

11/03/1975

 

Master

 

MAA

 

Prob. & Stats

 

 

1

 

 

 

NB: Applicant members must not, under any circumstances, belong to an already approved laboratory.

 

Description of the objectives, missions and activities of the team

(It must necessarily fit with the themes of the laboratory)

Overall goals (Describe in about ten lines the objective of the research carried out by the team)

The main objective of our team is to model and predict catastrophic events, this modeling allows experts in the fields to create preventive scenarios to avoid human and economic damage to the country, this methodology finds an important place in several fields, hydrology , environment, economy, finance.

Our approach based on a solid theory known as univariate extreme value theory and

multivariate, the study of extreme events in cases of independence and dependence of events.

Scientific Foundations (Define the major work themes that the team proposes)

Study of extreme data with the existence of censorships, applications on the estimation of risk measures. Study of conditional heavy two-tailed distributions, estimation of the conditional quantile,

quantile regression, applications on meteorological data to discover the impact of deterministic climatic indices on a response variable (precipitation) at the level of the Mediterranean area. Study of extreme income distributions, application to the estimation of inequality indices in a population under capitalism.

Spatio-temporal modeling of precipitation by Max-stable processes, with an application on real data.

Modeling of the statistical dependence of the parameters that characterize drought by trivariate copulas, with applications on real data.

Modeling and forecasting by time series with the tests of the stationarity of the trend and of

seasonality.

Sampling by classified sets and its advantages compared to classical sampling, application to the estimation of risk measures.

Key words : extreme value theory, extreme quantiles, risk measures, return period, copulas, series

chronological, quantile regression, expectiles, expectile regression, conditional extreme distributions.

 

Experience in research projects and programs

Title of the Program (PNR, CNEPRU, AUF, CRDI, UE..)

Year

Organization

Stochastic Models and Optimization. CNEPRU

2007

University of Medea

Asymptotic va-sum behavior using some

choice of influence functions. CNEPRU

2000

Univ. Blida 1

Application of extreme value theory to estimate some probabilistic tools in hydrology and actuarial science. PNR

2011

ENSH

Modeling and forecasting of extreme events and their impacts on

economy and environment in Algeria.

2018

PRFU

 

Contact Our Team