Debbie Dupuis
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Canadian statistician
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Why Is Debbie Dupuis Influential?
(Suggest an Edit or Addition)According to Wikipedia, Debbie Janice Dupuis is a Canadian statistician who works in decision science and robust statistics with applications to statistical finance and environmental statistics. She is a professor in the Department of Decision Sciences at HEC Montréal.
Debbie Dupuis's Published Works
Published Works
- The Wheelchair Skills Test: a pilot study of a new outcome measure. (2002) (196)
- The wheelchair skills test (version 2.4): measurement properties. (2004) (183)
- Exceedances over High Thresholds: A Guide to Threshold Selection (1999) (182)
- Wheelchair skills training program: A randomized clinical trial of wheelchair users undergoing initial rehabilitation. (2004) (149)
- Using Copulas in Hydrology: Benefits, Cautions, and Issues (2007) (116)
- Wheelchair skills training program for clinicians: a randomized controlled trial with occupational therapy students. (2004) (87)
- Robust estimation of the Birnbaum-Saunders distribution (1998) (81)
- Complementarity of Hydro and Wind Power: Improving the Risk Profile of Energy Inflows (2008) (80)
- A hybrid estimator for generalized pareto and extreme-value distributions (1998) (58)
- Robust estimation of extremes (1998) (56)
- Asymptotic importance sampling (1993) (52)
- A robust prediction error criterion for pareto modelling of upper tails (2005) (48)
- Robust weighted likelihood estimators with an application to bivariate extreme value problems (2002) (46)
- Evaluation of manual wheelchair skills: is objective testing necessary or would subjective estimates suffice? (2002) (42)
- Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution (1996) (34)
- Modeling Waves of Extreme Temperature: The Changing Tails of Four Cities (2012) (33)
- The influence of injector design on the decay of pre-ignition turbulence in a spherical explosion chamber (2001) (32)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (2006) (30)
- Wheelchair-skill performance: controlled comparison between people with hemiplegia and able-bodied people simulating hemiplegia. (2005) (29)
- Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective (2016) (27)
- Large wind speeds: Modeling and outlier detection (2004) (27)
- An Extreme Value Analysis Of Advanced Age Mortality Data (2006) (27)
- Extreme value theory based on the r largest annual events: a robust approach (1997) (26)
- A Comparison of confidence intervals for generalized extreme-value distributions (1998) (26)
- Robust VIF regression with application to variable selection in large data sets (2013) (25)
- Causal mechanism of extreme river discharges in the upper Danube basin network (2019) (23)
- Effects of Mis-Specification in Bivariate Extreme Value Problems (2001) (20)
- Clinical measurement of the static rear stability of occupied wheelchairs. (1999) (20)
- Regression residuals and test statistics: Assessing naive outlier deletion (2000) (19)
- Marginally Specified Generalized Linear Mixed Models: A Robust Approach (2002) (19)
- Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures* (2019) (17)
- Empirical evidence on the dependence of credit default swaps and equity prices (2009) (16)
- Parameter and quantile estimation for the generalized extreme-value distribution: a second look (1999) (15)
- More on the four-parameter kappa distribution (2001) (13)
- Fast Robust Model Selection in Large Datasets (2010) (13)
- Detecting change-points in extremes (2015) (13)
- Robust Conditional Variance and Value-at-Risk Estimation (2015) (12)
- Ozone Concentrations: A Robust Analysis of Multivariate Extremes (2005) (11)
- A Model for Nighttime Minimum Temperatures (2014) (11)
- Short-term Hedging for an Electricity Retailer (2013) (10)
- Forecasting temperature to price CME temperature derivatives (2011) (10)
- Parameter and quantile estimation for a fatigue model (1998) (10)
- Electricity price dependence in New York State zones: A robust detrended correlation approach (2017) (10)
- Assessing the value of power interconnections under climate and natural gas price risks (2015) (9)
- Credit migration and basket derivatives pricing with copulas (2006) (9)
- Statistical Modeling of the Monthly Palmer Drought Severity Index (2010) (8)
- A Prediction Error Criterion for Choosing the Lower Quantile in Pareto Index Estimation (2003) (8)
- Modelling peak accelerations from earthquakes (2006) (7)
- Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements (2018) (7)
- Credit Migration and Derivatives Pricing Using Copulas (2005) (6)
- Influence measures and robust estimators of dependence in multivariate extremes (2011) (5)
- Discussion on the paper by Heffernan and Tawn (2004) (3)
- Structural change to the persistence of the urban heat island (2020) (3)
- US stock returns: are there seasons of excesses? (2016) (3)
- Fitting log- F models robustly, with an application to the analysis of extreme values (2001) (2)
- Empirical Study of Dependence of Credit Default Data and Equity Prices (2006) (2)
- A robust test for asymptotic independence of bivariate extremes (2013) (2)
- Assessing the Role of Hourly Changes in the Occurrence of Daily Extreme Temperatures (2017) (1)
- Ground-level ozone: Evidence of increasing serial dependence in the extremes (2019) (1)
- Realized peaks over threshold: A high-frequency extreme value approach for financial time series (2015) (1)
- Modeling panels of extremes (2022) (1)
- Poster 148: The wheelchair skills test, version 2.4: measurement properties.1 (2003) (1)
- stimation of the Birnbaum-Saunders Distribution (1998) (0)
- Mixed-frequency extreme value regression: Estimating the effect of mesoscale convective systems on extreme rainfall intensity (2023) (0)
- Short-term hedging for an electricity retailer : online appendices (2015) (0)
- Robust VIF Regression (2011) (0)
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