First and last name Yuri Goegebeur
Associate Professor, Ph.D.

Department of Mathematics and Computer Science (IMADA)

University of Southern Denmark
Campusvej 55
DK-5230 Odense M
Denmark

E-mail: yuri.goegebeur(at)imada.sdu.dk

Tel: + 45 65 50 44 76
Fax: +45 65 50 23 25

CV.

Education

2000 Ph.D. in Science - Mathematics, K.U.Leuven
1994 Master in Statistics, K.U.Leuven


Academic career

January 2006 - present Associate Professor, Department of Mathematics and Computer Science, University of Southern Denmark
April 2005 - December 2005 Postdoctoral Researcher, Research group of Quantitative Psychology and Individual Differences, K.U.Leuven
October 2000 - September 2004 Postdoctoral Researcher, Fund for Scientific Research - Flanders (F.W.O.-Vlaanderen) and K.U.Leuven
October 1994 - September 2000 Research Assistant, K.U.Leuven


Research areas

Extreme value statistics
Generalized linear (mixed) models
Nonlinear mixed models
Bayesian data analysis
Design of experiments


Publications

Book

Beirlant, J., Goegebeur, Y., Segers, J., Teugels, J., 2004. Statistics of Extremes - Theory and Applications. Wiley Series in Probability and Statistics.

Publications in reviewed international journals

41) Beirlant, J., Escobar-Bach, M., Goegebeur, Y., Guillou, A., 2016. Bias-corrected estimation of stable tail dependence function. Journal of Multivariate Analysis, 143, 453-466.

40) Dutang, C., Goegebeur, Y., Guillou, A., 2016. Robust and bias-corrected estimation of the probability of extreme failure sets. Accepted for publication in Sankhya A.

39) de Wet, T., Goegebeur, Y., Guillou, A., Osmann, M., 2016. Kernel regression with Weibull-type tails. Accepted for publication in Annals of the Institute of Statistical Mathematics.

38) Goegebeur, Y., Guillou, A., Osmann, M., 2016. A local moment type estimator for an extreme quantile in regression with random covariates. Accepted for publication in Communications in Statistics -- Theory and Methods.

37) Goegebeur, Y., Guillou, A., Stupfler, G., 2015. Uniform asymptotic properties of a nonparametric regression estimator of conditional tails. Annales de l'Institut Henri Poincaré - Probabilités et Statistiques, 51, 1190-1213.

36) Goegebeur, Y., Guillou, A., Osmann, M., 2015. An estimator for the tail index of an integrated conditional Pareto-Weibull-type model. Statistics and Probability Letters, 103 , 8--16.

35) Goegebeur, Y., Guillou, A., Rietsch, T., 2015. Robust conditional Weibull tail estimation. Annals of the Institute of Statistical Mathematics, 67, 479-514.

34) Dutang, C., Goegebeur, Y., Guillou, A., 2014. Robust and unbiased estimation of the coefficient of tail dependence. Insurance: Mathematics and Economics, 57, 46-57.

33) Goegebeur, Y., Guillou, A., Osmann, M., 2014. A local moment type estimator for the extreme value index in regression with random covariates. Canadian Journal of Statistics, 42, 487-507.

32) Goegebeur, Y., Guillou, A., Schorgen, A., 2014. Nonparametric regression estimation of conditional tails - the random covariate case. Statistics, 48, 732-755.

31) Dierckx, G., Goegebeur, Y., Guillou, A., 2014. Local robust and asymptotically unbiased estimation of conditional Pareto-type tails. TEST, 23, 330-355.

30) Goegebeur, Y., Guillou, A., Verster, A., 2014. Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions. Statistics and Probability Letters, 87, 108-114.

29) Dierckx, G., Goegebeur, Y., Guillou, A., 2013. An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index. Journal of Multivariate Analysis, 121, 70-86.

28) Piosik, Z.M., Goegebeur, Y., Steffensen, R., Klitkou, L., Christiansen, O.B., 2013. TNF-alpha levels are higher in plasma from early pregnancy in patients with secondary compared with primary recurrent miscarriage. American Journal of Reproductive Immunology, 70, 347-358.

27) Ip, E.H., Molenberghs, G., Chen, S.H., Goegebeur, Y., De Boeck, P., 2013. Functionally unidimensional item response models for multivariate binary data. Multivariate Behavioral Research, 48, 534-562.

26) Goegebeur, Y., Guillou, A., 2013. Asymptotically unbiased estimation of the coefficient of tail dependence. Scandinavian Journal of Statistics, 40, 174-189.

25) de Wet, T., Goegebeur, Y., Guillou, A., 2012. Weighted moment estimators for the second order scale parameter. Methodology and Computing in Applied Probability, 14, 753-783.

24) Goegebeur, Y., de Wet, T., 2012. Estimation of the third order parameter in extreme value statistics. TEST, 21, 330-354. Technical report

23) Goegebeur, Y., de Wet, T., 2012. Local estimation of the second order parameter in extreme value statistics and local unbiased estimation of the tail index. Communications in Statistics - Theory and Methods, 41, 3575-3607.

22) de Wet, T., Goegebeur, Y., Munch, M., 2012. Asymptotically unbiased estimation of the second order tail parameter in extreme value statistics. Statistics and Probability Letters, 82, 565-573.

21) Goegebeur, Y., Guillou, A., 2011. A weighted mean excess function approach to the estimation of Weibull-type tails. TEST, 20, 138-162.

20) Goegebeur, Y., Beirlant, J., de Wet, T., 2010. Kernel estimators for the second order parameter in extreme value statistics. Journal of Statistical Planning and Inference, 140, 2632-2652.

19) Goegebeur, Y., Guillou, A., 2010. Goodness-of-fit testing for Weibull-type behavior. Journal of Statistical Planning and Inference, 140, 1417-1436.

18) Jřrgensen, B., Goegebeur, Y., Martines, J.R., 2010. Dispersion models for extremes. Extremes, 13, 399-437.

17) Goegebeur, Y., Beirlant, J., de Wet, T., 2010. Generalized kernel estimators for the Weibull-tail coefficient. Communications in Statistics - Theory and Methods, 39, 3695-3716.

16) Goegebeur, Y., De Boeck, P., Molenberghs, G., 2010. Person fit for test speededness: normal curvatures, likelihood ratio tests and empirical Bayes estimates. Methodology, 6, 3-16.

15) Goegebeur, Y., Beirlant, J., de Wet, T., 2008. Linking Pareto-tail kernel goodness-of-fit statistics with tail index estimation at optimal threshold and second order estimation. REVSTAT-Statistical Journal, 6, 51-69.

14) Goegebeur, Y., De Boeck, P., Wollack, J.A., Cohen, A.S., 2008. A speeded item response model with gradual process change. Psychometrika, 73, 65-87.

13) Bang-Jensen, J., Chiarandini, M., Goegebeur, Y., Jřrgensen, B., 2007. Mixed models for the analysis of local search components. In T. Stützle, M. Birattari, H. Hoos (Eds.), Engineering Stochastic Local Search Algorithms: Designing, Implementing and Analyzing Effective Heuristics. International Workshop, SLS 2007, vol. 4638 of Lecture Notes in Computer Science, pp. 91-105. Springer Verlag, Berlin, Germany.

12) Goegebeur, Y., De Boeck, P., Molenberghs, G., del Pino, G. 2006. A local influence based diagnostic approach to a speeded IRT model. Journal of the Royal Statistical Society Series C - Applied Statistics, 55, 647-676.

11) Beirlant, J., de Wet, T., Goegebeur, Y., 2006. A goodness-of-fit statistic for Pareto-type behaviour. Journal of Computational and Applied Mathematics, 186, 99-116.

10) Goegebeur, Y., Planchon, V., Beirlant, J, Oger, R., 2005. Quality assessment of pedochemical data using extreme value methodology. Journal of Applied Science, 5, 1092-1102.

9) Beirlant, J., Goegebeur, Y., 2004. Local polynomial maximum likelihood estimation for Pareto-type distributions. Journal of Multivariate Analysis, 89, 97-118.

8) Beirlant, J., Goegebeur, Y., 2004. Simultaneous tail index estimation. REVSTAT-Statistical Journal, 2, 15-39.

7) Beirlant, J., Goegebeur, Y., 2004. Discussion of the paper ‘A conditional approach for multivariate extreme values’ by Janet E. Heffernan and Jonathan A. Journal of the Royal Statistical Society B, 66, 539.

6) Beirlant, J., de Wet, T., Goegebeur, Y., 2004. Nonparametric estimation of extreme conditional quantiles. Journal of Statistical Computation and Simulation, 74, 567-580.

5) Beirlant, J., Goegebeur, Y., 2003. Discussion of the paper ‘Statistical tests on tail index of a probability distribution’ by Jana Jureckova. Metron, 61, 175-180.

4) Beirlant, J., Goegebeur, Y., 2003. Regression with response distributions of Pareto-type. Computational Statistics and Data Analysis, 42, 595-619.

3) Gelman, A., Goegebeur, Y., Tuerlinckx, F., Van Mechelen, I., 2000. Diagnostic checks for discrete-data regression models using posterior predicitive simulations. Journal of the Royal Statistical Society Series C - Applied Statistics, 49, 247-268.

2) Beirlant, J., Dierckx, G., Goegebeur, Y., Matthys, G., 1999. Tail index estimation and an exponential regression model. Extremes, 2, 177-200.

1) Beirlant, J., Goegebeur, Y., Verlaak, R., Vynckier, P., 1998. Burr regression and portfolio segmentation. Insurance: Mathematics and Economics, 23, 231-250.