Debbie Dupuis
Professeure titulaire

 

 

 

 

Articles publiés dans des revues avec comité de lecture .

  1. Dupuis, D.J. et L. Trapin (2023). Mixed-frequency extreme value regression: estimating the effect of Mesoscale Convective Systems on extreme rainfall intensity. Annals of Applied Statistics, 17 (2), 1398-1418.

  2. Dupuis, D.J., S. Engelke, et L. Trapin (2023). Modeling panels of extremes. Annals of Applied Statistics, 17 (1), 498-517.

  3. Dupuis, D.J. et L. Trapin (2020). Structural change to the persistence of the urban heat island. Environmental Research Letters, 15, 104076, https://doi.org/10.1088/1748-9326/abb158.

  4. Mhalla, L., V. Chavez-Dumoulin, et D.J. Dupuis (2020). Causal mechanism of extreme river discharges in the Upper Danube basin network. Journal of the Royal Statistical Society: Series C (Applied Statistics), 69(4), 741-764..

  5. Bee, M., D.J. Dupuis, et L. Trapin (2019). Realized peaks over threshold: a time-varying extreme value approach with high-frequency based measures.  Journal of Financial Econometrics, 17(2), 254-283.

  6. Dupuis, D.J. et L. Trapin (2019).  Ground-level ozone: evidence of increasing serial dependence in the extremes. Annals of Applied Statistics, 13(1), 34-59.

  7. Bee, M., D.J. Dupuis, et L. Trapin (2018). Realized Extreme Quantile: a joint model for conditional quantiles and measures of volatility with EVT refinements. Journal of Applied Econometrics, 33 (3), 398-415.

  8. Dupuis, D.J. (2017). Assessing the role of hourly changes in the occurrence of daily extreme temperatures. Journal of Climate, 30(20), 8393-8403.

  9. Dupuis, D.J. (2017). Electricity price dependence in New York State zones: a robust detrended correlation approach.  Annals of Applied Statistics, 11(1), 248-273.

  10. Bee, M., D.J. Dupuis et L. Trapin (2016). U.S. stock returns: are there seasons of excesses? Quantitative Finance, 16(9), 1453-1464.

  11. Bee, M., D.J. Dupuis et L. Trapin (2016). Realizing the extremes: estimation of tail-risk measures from a high-frequency perspective. Journal of Empirical Finance, 36, 86-99.

  12. Dupuis, D.J., G. Gauthier et F. Godin (2016). Short-term hedging for an electricity retailer. The Energy Journal, 37 (2), 31-59.

  13. Dupuis, D.J., N. Papageorgiou et B. Rémillard (2015). Robust conditional variance and value-at-risk estimation. Journal of Financial Econometrics, 13 (4), 896-921.

  14. Pineau, P.-O., D.J. Dupuis et T. Cenesizoglu (2015). Assessing the value of power interconnections under climate and natural gas price risks. Energy, 82, 182-137.

  15. Dupuis, D.J., Y. Sun et J. Wang (2015). Detecting change-points in extremes. Statistics and Its Interface, 8 (1), 19-31.

  16. Dupuis, D.J. (2014). A model for night-time minimum temperatures. Journal of Climate, 27 (19), 7207-7229.

  17. Dupuis, D.J et M.-P. Victoria-Feser (2013). Robust VIF regression with application to variable selection in large datasets. Annals of Applied Statistics, 7, 1, 319-341.

  18. Tsai. Y, D.J. Dupuis, et D.J. Murdoch (2013). A robust test for asymptotic independence of bivariate extremes. Statistics, 47, 1, 172-183.

  19. Dupuis, D.J. (2012). Modeling waves of extreme temperature: the changing tails of four cities. Journal of the American Statistical Association, 107, 24-39.

  20. Tsai, Y., D.J. Murdoch et D.J. Dupuis (2011). Influence measures and robust estimators of dependence in multivariate extremes. Extremes, 14, 343-363.

  21. Dupuis, D.J. et M.-P. Victoria-Feser (2011). Fast robust model selection in large datasets. Journal of the American Statistical Association, 106, 203-212.

  22. Dupuis, D.J. (2011). Forecasting temperature to price CME temperature derivatives. International Journal of Forecasting, 27, 602-618.

  23. Dupuis, D.J. (2010). Statistical modeling of the monthly Palmer drought severity index. Journal of Hydrologic Engineering, 15, 10, 796-807.

  24. Denault, M., D.J. Dupuis et S. Couture-Cardinal (2009). Complementarity of hydro and wind power: improving the risk profile of energy inflows. Energy Policy, 37, 12, 5376-5384.

  25. Dupuis, D.J., E. Jacquier, N. Papageorgiou et B. Rémillard (2009). Empirical evidence on the dependence of credit default swaps and equity prices. Journal of Futures Markets, 29, 8, 695-712.

  26. Breton, M., D.J. Dupuis et G. Laporte (2007). 100 ans d'histoire en méthodes quantitatives. Gestion, 32, 3, 12-20.

  27. Dupuis, D.J. (2007). Using copulas in hydrology: benefits, cautions, and issues. Journal of Hydrologic Engineering, 12, 4, 381-393.

  28. Berrada, T., D.J. Dupuis, E. Jacquier, N. Papageorgiou et B. Rémillard (2006). Credit migration and basket derivatives pricing with copulas. Journal of Computational Finance, 10, 1, 43-68.

  29. Dupuis, D.J. et M.-P. Victoria-Feser (2006). A robust prediction error criterion for Pareto modelling of upper tails. Canadian Journal of Statistics, 34, 4, 639-658.

  30. Dupuis, D.J. et B.L. Jones (2006). Analysis of multivariate extreme values and its usefulness
    in understanding risk. North American Actuarial Journal, 10, 4, 1-27.

  31. Dupuis, D.J. et J.E. Flemming (2006). Modelling peak accelerations from earthquakes. Earthquake Engineering and Structural Dynamics, 35, 969-987.

  32. Dupuis, D.J. (2005). Ozone Concentrations: a robust analysis of multivariate extremes. Technometrics, 47, 2, 191-201.

  33. Kirby, R.L., C.D. Adams, A.H. MacPhee, A.L. Coolen, E.R. Harrison,G.A. Eskes, C. Smith, D.A. MacLeod et D.J. Dupuis (2005). Wheelchair - skill performance by people with hemiplegia: to what extent are the limitations due to the difficulties inherent in the tasks rather than the neurological impairments?. Archives of Physical Medicine and Rehabilitation, 86, 387-393.

  34. Coolen, A.L., R.L. Kirby, J. Landry, A.H. Macphee, D.J. Dupuis, C. Smith, D.A. MacLeod et D. Mackenzie (2004). Wheelchair skills training program for clinicians: a randomized controlled trial of safety and efficacy among occupational therapy students. Archives of Physical Medicine and Rehabilitation, 85, 1160-1167.

  35. Kirby. R.L., D.J. Dupuis, A.H. MacPhee, A.L. Coolen, C. Smith, K.L. Best, A.M. Newton, A.D. Mountain, D.A. MacLeod et J.P. Bonaparte (2004). The wheelchair skills test (version 2.4): measurement properties. Archives of Physical Medicine and Rehabilitation, 85, 794-804.

  36. MacPhee, A.H., R.L. Kirby, A.L. Coolen, C. Smith, D.A. MacLeod et D.J. Dupuis (2004). Wheelchair skills training program: a randomized clinical trial on wheelchair users undergoing initial rehabilitation. Archives of Physical Medicine and Rehabilitation, 85, 41-50.

  37. Dupuis, D.J. et C.A. Field (2004). Large wind speeds: modeling and outlier detection. Journal of Agricultural, Biological, and Environmental Sciences, 9, 1, 105-121.

  38. Mills, J.E., C.A. Field et D.J. Dupuis (2002). Marginally specified generalized linear mixed models: a robust approach. Biometrics, 58, 4, 727-734.

  39. Dupuis, D.J. et S. Morgenthaler (2002). Robust weighted likelihood estimators with an application to bivariate extreme value problems. Canadian Journal of Statistics, 30, 1, 17-36.

  40. Newton, A.M., R.L. Kirby, A.H. MacPhee, D.J. Dupuis et D.A. MacLeod (2002). Evaluation of manual wheelchair skills: is objective testing necessary or would subjective estimates suffice?. Archives of Physical Medicine and Rehabilitation, 83, 1295-1299.

  41. Kirby, R.L., J. Swuste, D.J. Dupuis, D.A. MacLeod et R. Monroe (2002). Wheelchair skills test: pilot study of a new outcome measure. Archives of Physical Medicine and Rehabilitation, 83, 10-18.

  42. Dupuis, D.J. et J.A. Tawn (2001). Effects of mis-specification in bivariate extreme value problems. Extremes, 4, 315-330.

  43. Dupuis, D.J. et C. Winchester (2001). On the four-parameter kappa distribution. Journal of Statistical Computation and Simulation, 71, 99-114.

  44. Mercer, D.B., P.R. Amyotte, D.J. Dupuis, M.J. Pegg, A. Dahoe, W.B.C. de Heij, J.F. Zevenvergen et B. Scarlett (2001). The influence of injector design on the decay of pre-ignition turbulence in a spherical explosion chamber. Journal of Loss Prevention in the Process Industries, 14, 269-282.

  45. Dupuis, D.J. (2001). Fitting log-F models robustly with an application to the analysis of extreme values. Computational Statistics and Data Analysis, 35, 3, 321-333.

  46. Dupuis, D.J. et D.C. Hamilton (2000). Regression residuals and test statistics: assessing naive outlier deletion. Canadian Journal of Statistics, 28, 2, 259-275.

  47. Dupuis, D.J. (1999). Parameter and quantile estimation for the generalized extreme-value distribution: a second look. Environmetrics, 10, 119-124.

  48. Kirby, R.L. et D.J. Dupuis (1999). Measurement of the static rear stability of wheelchairs occupied by their users. Archives of Physical Medicine and Rehabilitation, 80, 199-205.

  49. Dupuis, D.J. (1999). Exceedances over high thresholds: a guide to threshold selection. Extremes, 1, 3, 251-261.

  50. Dupuis, D.J. et C.A. Field (1998). A comparison of confidence intervals for generalized extreme-value distributions. Journal of Statistical Computation and Simulation, 61, 341-360.

  51. Dupuis, D.J. (1998). Parameter and quantile estimation for a fatigue model. Computational Statistics and Data Analysis, 29, 55-68.

  52. Dupuis, D.J. et J.E. Mills (1998). Robust estimation of the Birnbaum-Saunders distribution. IEEE Transactions in Reliability, 47, 88-95.

  53. Dupuis, D.J. et M. Tsao (1998). A hybrid estimator for generalized Pareto and extreme-value distributions. Communications in Statistics: Theory and Methods, 27(4), 925-941.

  54. Dupuis, D.J. et C.A. Field (1998). Robust estimation of extremes. Canadian Journal of Statistics, 26, 2, 199-215.

  55. Dupuis, D.J. (1997). Extreme-value theory based on the r largest events: a robust approach. Journal of Hydrology, 200, 295-306.

  56. Dupuis, D.J. (1996). Estimating the probability of obtaining nonfeasible parameter estimates of the generalized extreme-value distribution. Journal of Statistical Computation and Simulation, 56, 23-38.

  57. Dupuis, D.J. (1996). Estimating the probability of obtaining nonfeasible parameter estimates of the generalized Pareto distribution. Journal of Statistical Computation and Simulation, 54, 197-209.

  58. Mureika, R.A. et D.J. Dupuis (1994). Using Laplace transform theory to estimate knots. Communications in Statistics: Theory and Methods, 23, 2775-2786.

  59. Maes, M.A., K. Breitung et D.J. Dupuis (1993). Asymptotic importance sampling. Structural Safety, 12, 167-186.

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Contributions aux discussions
 

  1. Belzile, L.R. and D.J. Dupuis (2020). Discussion of "Graphical models for extremes" by S. Engelke and A. Hitz, J.R.S.S. B, 82, 4, 871-932.

  2. Dupuis, D.J. (2004). Discussion of: a conditional approach for multivariate extreme values, by Heffernan and Tawn, J.R.S.S. B, 66, 3, 536-537.
     
 

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Articles publiés dans des actes de conférence avec comité de lecture
 

  1. Newton , A.M., R.L. Kirby, A.H. MacPhee, D.J. Dupuis et D.A. MacLeod (2001). Evaluation of Manual Wheelchair Skills: Is Objective Testing Necessary or Would Subjective Estimates Suffice?, Proceedings of the RESNA 2001 Annual Conference, Reno , 21, p. 382-384 .
     
  2. Kirby, R.L., D.J. Dupuis, J. Lugar, R. Duggan, L. Saunders-Green, T. Tai-MacArthur et L. Smith (1999). Measurement of the Static Rear Stability of Occupied Wheelchairs in the Clinical Setting. Proceedings of the RESNA '99 Annual Conference, Long Beach , 19, p. 281-283 .
     
  3. Mercer, D.B., P.R. Amyotte, D.J. Dupuis, M.J. Pegg, A. Dahoe, W.B.C. de Heij, J.F. Zevenbergen et B. Scarlett (1998). The Measurement of Pre-Ignition Turbulence During Dust Explosion Testing, Proceedings of the International Symposium on Hazards, Prevention, and Mitigation of Industrial Explosions, Schaumburg, Illinois.
     
  4. Kirby, R.L., D.A. MacLeod, R.E. Duggan, L.A. Saunders-Green, J.A. Lugar et D.J. Dupuis (1997). Dynamic Wheelchair Stability: Reliability of an Ordinal Scale, Proceedings of the RESNA 97 Annual Conference, Pittsburg , 17, p. 237-239.
     
  5. Dupuis, D.J. et M.A. Maes (1991). A Computationally Effective, Self-Adjusting Technique for Determining Failure Probabilities, Proceedings of the Sixth International Conference on the Applications of Statistics and Probability in Civil Engineering, L. Esteva and S.E. Ruiz(Eds), Mexico,  p. 240-249.
     
  6. Maes, M.A. et D.J. Dupuis (1991). Computational Aspects of Civil Engineering Reliability Analysis. Proceedings of the 1991 Annual Conference, Canadian Society of Civil Engineers, Vancouver, 2, p. 221-230.

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Rapports de recherche
 

  1. Denault, M., D.J. Dupuis et S. Couture-Cardinal (2008). Complementarity of Hydro and Wind Power: improving the Risk Profile of Energy Inflows, Cahier du GERAD, #G-2008-85.

  2. Dupuis, D.J., N. Papageorgiou, B. Rémillard et E. Jacquier (2006).  Empirical Study of Dependence of Credit Default Data and Equity Prices, Cahier du GERAD, #G2006-28, avril 2006, 14 pages.
     
  3. Dupuis, D.J. et M.-P. Victoria-Feser (2005). A Robust Prediction Error Criterion for Pareto Modeling of Upper Tails, Cahier du GERAD, #G-2005-29, mars 2005, 30 pages.
     
  4. Berrada, T., D.J. Dupuis, E. Jacquier, N. Papageorgiou et B. Rémillard (2005). Credit Migration and Derivatives Pricing Using Copulas, Cahier du GERAD, #G-2005-23, février 2005, 32 pages.
     
  5. Dupuis, D.J. et M.-P. Victoria-Feser (2003). A Prediction Error Criterion for Choosing the Lower Quantile in Pareto Index Estimation, Cahier de Recherche HEC, University of Geneva, CH-1211 Geneva.
     
  6. Kirby, R.L, D.J. Dupuis, R. Duggan, L. Saunders-Green et L. Lugar (1998). Measurement of the Static Rear Stability of Wheelchairs Occupied by their Users, National Health Research and Development Program (NHRDP) Project #6603-1467-55.
 

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Dernìère mise à jour : Mai 2023
Département de sciences de la décision, debbie.dupuis@hec.ca
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