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Number of documents

8

Curriculum Vitae Rohmer Tom


Journal articles5 documents

  • Antoine Dowek, Laetitia Minh Mai Lê, Tom Rohmer, François-Xavier Legrand, Hynd Remita, et al.. A mathematical approach to deal with nanoparticle polydispersity in surface enhanced Raman spectroscopy to quantify antineoplastic agents. Talanta, Elsevier, 2020, 217, pp.121040. ⟨10.1016/j.talanta.2020.121040⟩. ⟨hal-02557279⟩
  • Alexandre Brouste, Christophe Dutang, Tom Rohmer. Closed form Maximum Likelihood Estimator for Generalized Linear Models in the case of categorical explanatory variables: Application to insurance loss modelling. Computational Statistics, Springer Verlag, In press, ⟨10.1007/s00180-019-00918-7⟩. ⟨hal-01781504v3⟩
  • Ivan Kojadinovic, J.-F. Quessy, T. Rohmer. Testing the constancy of Spearman’s rho in multivariate time series. Annals of the Institute of Statistical Mathematics, Springer Verlag, 2016, 68 (5), pp.929-954. ⟨hal-01581271⟩
  • Tom Rohmer. Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions. Statistics and Probability Letters, Elsevier, 2016, 119, pp.45-54. ⟨10.1016/j.spl.2016.06.026⟩. ⟨hal-03187746⟩
  • A. Bücher, Ivan Kojadinovic, T.  Rohmer, J. Segers. Detecting changes in cross-sectional dependence in multivariate time series. Journal of Multivariate Analysis, Elsevier, 2014, 132, pp.111--128. ⟨hal-02158618⟩

Conference papers1 document

  • Vincent Le, Tom Rohmer, Florence Ytournel, Loïc Flatres-Grall, Bruno Ligonesche, et al.. Evaluation de l’impact des perturbations sur l’estimation des paramètres et la prédiction des valeurs génétiques. 51ème JRP, Feb 2021, paris, France. ⟨hal-03166109⟩

Poster communications1 document

  • Vincent Le, Ingrid David, Tom Rohmer. Identifying and characterizing disturbances from high-throughput phenotyping data. EAAP, Aug 2021, davos, Switzerland. ⟨hal-03360534⟩

Preprints, Working Papers, ...1 document

  • Alexandre Brouste, Anis Matoussi, Tom Rohmer, Christophe Dutang, Vanessa Désert, et al.. Solvency tuned premium for a composite loss distribution. 2018. ⟨hal-01883508⟩