Publications

Articles publiés dans des revues avec comité de lecture

67. Nafii, A., Bouezmarni, T., & Mesfioui, M. (2023). Non parametric multivariate distribution estimation under right censoring. Communications in Statistics-Theory and Methods, 1-14.

66. Shrahili, M., Kayid, M., & Mesfioui, M. (2023). Relative Orderings of Modified Proportional Hazard Rate and Modified Proportional Reversed Hazard Rate Models. Mathematics, 11(22), 4652.

65. Mesfioui, M., Kayid, M., & Shrahili, M. (2023). Renyi Entropy of the Residual Lifetime of a Reliability System at the System Level. Axioms, 12(4), 320.

64. Saali, T., Mesfioui, M., Shabri, A. (2023). Multivariate Extension of Raftery Copula. Mathematics, 11(2), 414.

63. Mesfioui, M., Bouezmarni, T., Belalia, M. (2022). Copula-based link functions in binary regression models. Statistical Papers, 1-29.

62. El Ktaibi, F., Bentoumi, R., Sottocornola, N., Mesfioui, M. (2022). Bivariate Copulas Based on Counter-Monotonic Shock Method. Risks, 10 (11), 202.

61. Bentoumi, R.,  Alvo, M., Mesfioui, M. (2022). Dependence measure for length-biased survival data using kernel density estimation with a regression procedure. Journal of Statistical Computation and Simulation, 2, 211–231.

60. Nonvignon, T. Z., Boucif, A. B., Mhamed, M. (2022). A Copula-Based Attack Prediction Model for Vehicle-to-Grid Networks. Applied Sciences, 12 (8), 3830.

59. Gupta, P. K., Pundir, P. S., Sharma, V. K., & Mesfioui, M. (2022). Bivariate extension of bathtub-shaped distribution. Life Cycle Reliability and Safety Engineering, 1-13.

58. Mesfioui, M., Trufin, J. (2021). Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors. Dependence Modeling, 9 (1), 385-393.

57. Mesfioui, M., Trufin, J. (2021). Best upper and lower bounds on Spearman's rho for zero-inflated continuous variables and their application to insurance. European Actuarial Journal, 1-7.

56. Mesfioui, M., Trufin, J., Zuyderhof, P. (2021). Bounds on Spearman’s rho when at least one random variable is discrete. European Actuarial Journal, 1-28. 

55. Mesfioui, M., Trufin, J. (2021). Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance. Methodology and Computing in Applied Probability, 1-9.

54. Quessy, J,-F.,  Mesfioui, M. (2021). A new family of copula-based concordance orderings of random pairs : properties and nonparametric test. Electronic Journal of Statistics, 15, 2393-2429.

53. Schulz, J., Genest, C., Mesfioui, M. (2021). A multivariate Poisson model based on comonotonic shocks. International Statistical Review, 89, 323-348.

52. Mesfioui, M., Kayid, M. (2021). Residual Probability Function for Dependent Lifetimes. Mathematics, 9 (15), 1782.

51. Bentoumi, R., El Ktaibi, F., Mesfioui, M. (2021). New Family of Bivariate Exponential Distributions with Negative Dependence Based on Counter-Monotonic Shock Method. Entropy, 23, 548-564. 

50. Bentoumi, R., Mesfioui, M., Alvo, M. (2019). Dependence measure for length-biased survival data using copulas. Dependence Modeling, 7, 348-384.

49. Denuit, M., Mesfioui, M., Trufin, J. (2019). Concordance-based predictive measures in regression models for discrete responses. Scandinavian Actuarial Journal, 10, 824-836.

48. Genest, C., Mesfioui, M., Nešlehová, J.G. (2019). On the asymptotic covariance of the multivariate empirical copula process. Dependence Modeling, 7, 279-291

47. Genest, M., Mesfioui, M., Schulz, J. (2018). A new bivariate Poisson common shock model covering all possible degrees of dependence. Statistics & Probability Letters, 140, 202-209.

46. Denuit, M., Mesfioui, M., Trufin, J. (2018). Bounds on concordance-based validation statistics in regression models for binary responses. Methodology and Computing in Applied Probability, 1-19.

45. Mesfioui, M., Kayid, M., Izadkhah, S. (2017). Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula. Metrika, 80, 749-760.

44. Denuit, M. & Mesfioui, M. (2017). Bounds on Kendall's tau for zero-inflated continuous variables. Statistics and Probability Letters, 126, 173-178.

43. Aissaoui, S.A., Genest, C., Mesfioui, M. (2017). A second look at inference for bivariate Skellam distributions. Stat, 6, 79-87.

42. Denuit, M. & Mesfioui, M. (2017). Preserving the Rothschild-Stiglitz type increasing in risk with background risk: a characterization. Insurance: Mathematics and Economics, 72, 1-5. 

41. Mesfioui, M.,  Abouammoh, A. M. (2017). On a multivariate Lindley distribution. Communications in Statistics-Theory and Methods, 16, 8027-8045.  

40. Dey, S., Sharma, V.K., Mesfioui, M. (2017). A New Extension of Weibull Distribution with Application to Lifetime Data. Annals of Data Science, 4(1), 31-61.

39. Mailhot, M & Mesfioui, M. (2016). Multivariate TVaR-Based Risk Decomposition for Vector-Valued Portofolios. Risks, 4(4),33.

38. Kayid, M., Izadkhah, S., Mesfioui, M. (2016). Relative stochastic comparisons of additive frailty models. Journal of Inequalities and Applications, 1, 1-23.

37. Cossette, H., Mailhot, M., Marceau, E. & Mesfioui, M. (2016). Vector-valued Tail Value-at-Risk and Capital Allocation. Methodology & computing in Applied Probability, 18, 653-674.

36. Denuit, M.,  Mesfioui, M. (2016). Multivariate higher-degree stochastic increasing convexity. Journal of Theoretical Probability. 29:1599-1623.

35. Mesfioui, M., Denuit, M. (2015). Comonotonicity, orthant convex order and sums of random variables. Statistics and Probability Letters, 96, 356-364.

34.Guerfi N,  Assani, AA, Mesfioui, M and Kinnard, C (2015). Comparison of the temporal variability of winter daily extreme temperatures and precipitations in southern Quebec (Canada) using the Lombard and copula methods. International Journal of Climatology. 35(14) 4237-4246.

33. Genest, C., Mesfioui, M. (2014). Bivariate extensions of Skellam's distribution. Probability in the Engineering and Informational Sciences, 28, 401-417.

32. Cossette, H., Mailhot, M., Marceau, E. & Mesfioui, M. (2013). Bivariate lower and upper orthant Value-at-Risk. European Actuarial Journal, 3, 321-357.

31. Denuit, M.,  Mesfioui, M. (2013). A sufficient condition of crossing-type for the bivariate orthant convex order. Statistics and Probability Letters, 83, 157–162.

30. Denuit, M.,  Mesfioui, M. (2013). Ordering functions of random vectors, with application to partial sums. Journal of Theoretical Probability, Vol. 26, no.2, p. 474-479.

29. Gervais-Beaulac, V., Saint-Laurent, D., Berthelot, J.-S., Mesfioui, M. (2013). Organic carbon distribution in alluvial soils according to different flood risk zones. Journal of Soil Science and Environmental Management, 4(8), 169-177.

28. Denuit, M., Mesfioui, M. (2011). Dispersive effect of cross-aging with archimedean copulas. Statistics and Probability Letters, 81, 1407–1418.

27. Bouezmarni, T., El Ghouch, A. and Mesfioui, M. (2011). Gamma Kernel Estimators for Density and Hazard. Journal of Probability and Statistics, ID 937574, 16 pages.

26. Muma M, Assani AA, Landry R, Quessy JF, Mesfioui M. (2011). Effects of the change from forest to agricultural land use on the spatial variability of summer extreme daily flow characteristics in southern Quebec (Canada). Journal of Hydrology, 407, 153-163.

25. Fortier C, Assani AA, Mesfioui M, Roy AG. (2011). Comparison of the interannual and interdecadal variability of heavy flood characteristics upstream and downstream from dams in inversed hydrologic regime: case study of Matawin river (Québec, Canada). River Research and Applications. 27(10), 1277-1289.

24. M. Mesfioui., J.-F. Quessy (2010). Concordance measures for multivariate non-continuous random vectors. Journal of Multivariate Analysis, 101, 2398–2410.

23. Denuit, M.,  Mesfioui, M. (2010). Generalized increasing convex and directionally convex orders. Journal of Applied Probability, 47, 1, 264-276.

22. Assani AA, Quessy JF, Mesfioui M, Matteau M. (2010). An example of application : the ecological « natural flow regime » paradigm in hydroclimatology. Advances in Water Resources, 33, 537-545.

21. Assani AA, Charron S, Matteau M, Mesfioui M, Quessy JF. (2010). Temporal variability modes of floods for catchments in the ST. Lawrence watershed (Québec, Canada). Journal of Hydrology, 385, 292-299.

20. Assani AA, Landais D, Mesfioui M, Matteau M. (2010). Relationship between the Atlantic Multidecadal Oscillation index and variability of mean annual flows for catchments in the St. Lawrence watershed (Québec, Canada) during the past century. Hydrology Research, 115-125.

19. Bouezmarni, T., Mesfioui, M. and Tajar, A. (2009). On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model. Journal of Probability and Statistics, ID 895742, 15 pages.

18. Mesfioui, M., Quessy, J.-F., Toupin, M.-H. (2009). On a new goodness-of-fit process for families of copulas. The Canadian Journal of Statistics, 37, 80–101.

17. Saint-Laurent, D., Mesfioui, M., Evin, G. (2009). Hydroclimatic variability and relation with flood events (Southern Québec, Canada). Water Resources, 36 (1): 43-56.

16. Matteau M, Assani AA, Mesfioui M. (2009). Application of multivariate statistical analysis methods to the dam hydrologic impact studies. Journal of Hydrology, 371, 120-128.

15. Assani AA., M. Matteau, M. Mesfioui. (2009). Analysis of factors influencing the extent hydrologic changes of annual maximum and minimum flows downstream from dams in Québec. In P. Hayes and MC Barnes (Eds) : Dams : Impacts, Stability and Design. NovaPublishers, New-York (Invited paper), 197-214.

14. Mesfioui, M.,  Quessy, J.-F. (2008). Dependence structure of conditional Archimedean copulas. Journal of Multivariate Analysis, 99, 572–585.

13. Bouezmarni, T., Mesfioui, M., Rolin, J.-M. (2007). L1-rate of convergence of smoothed histogram. Statistics and Probability Letters, 77, 1497–1504.

12. Lajoie F., Assani AA, Roy A.G., Mesfioui M. (2007). Impacts of dams on monthly flow characteristics. The influence of watershed size and seasons. Journal of Hydrology, 334, 423-439. 

11. Denuit, M., Genest, C., Mesfioui, M. (2006). Calcul de bornes sur la prime en excédent de perte de fonctions de risques dépendants en présence d'information partielle sur leurs marges. Les annales des sciences mathématiques du Québec, 30, 63–78.

10. Assani AA., Tardif S., Benseghir S., Chalifour A., Mesfioui M. (2006). Développement d'une nouvelle méthode de régionalisation basée sur le concept de « régime des débits naturels » : la méthode éco-géographique. Revue des Sciences de l'Eau, 19, 365-380. 

9. Lajoie F., Assani AA., Matteau M., Mesfioui M., Roy A.G. (2006). Comparaison entre les débits réservés écologiques et les débits lâchés en aval des barrages au Québec. Influence du mode de gestion des barrages, de la taille des bassins versants et de la saison. Water Quality Research Journal of Canada 47, 263-274.

8. Mesfioui, M.,   Quessy, J.-F. (2005). Bounds on the value-at-risk for the sum of possibly dependent risks. Insurance: Mathematics and Economics, 37, 135–151.

7. Mesfioui, M.,  Tajar, A. (2005). On the properties of some nonparametric concordance measures in the discrete case. Journal of Nonparametric Statistics, 17, 541–554.

6. Genest, C., Marceau, É., Mesfioui, M. (2003). Compound Poisson approximations for individual models with dependent risks. Insurance: Mathematics and Economics, 32, 73-91.

5. Denuit, M., Lefèvre, C., Mesfioui, M. (2003). On spline approximation for bivariate functions of increasing convex type. La revue d'analyse numérique et théorie de l'approximation, 31, 103-108.

4. Genest, C., Marceau É., Mesfioui, M. (2002). Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. Statistics & Probability Letters, 57, 33-41.

3. Denuit, M., Lefèvre, C., Mesfioui, M. (1999). A class of bivariate stochastic orderings with applications in actuarial sciences. Insurance: Mathematics and Economics, 24, 31-50.

2. Denuit, M., Lefèvre, C., Mesfioui, M. (1999). Stochastic orderings of convex-type for discrete bivariate risks. Scandinavian Actuarial Journal, 1, 32-51.

1. Denuit, M., Lefèvre, C., Mesfioui, M. (1999). On s-convex stochastic extema for arithmetic risks. Insurance: Mathematics and Economics, 25, 143-155.