Membres

Travaux récents

Publications

• S. Bouzebda et A. Keziou. A test of independence in some Copula models. Math. Methods. Statist. 17 (2008), no. 2, pp. 123–137.

• S. Bouzebda et A. Keziou. Estimation and tests of independence in copula models via divergences. C. R. Math. Acad. Sci. Paris, 347 (2009), no. 11–12, pp. 667—672.
• S. Bouzebda et I. Elhattab. Uniform-in-Bandwidth Consistency for a Nonparametric Estimate of the Entropy under Random Censorship. C. R. Math. Acad. Sci. Paris, 347 (2009), no. 13–14, pp. 821—826.

• S. Bouzebda et A. Keziou. A new test procedure of independence in Copula models via chi-square-divergence. Comm. Statist. Theory Methods. 39 (2010), no. 1, pp. 1—20.
• S. Bouzebda et A. Keziou. New estimates and tests of independence in some copula models via phi-divergences. Kybernetika. 46 (2010), no. 1, pp. 178—201.
• S. Bouzebda et I. Elhattab. Uniform in Bandwidth consistency of Kernel-Type Estimators of Shannon’s Entropy. C. R. Math. Acad. Sci. Paris, 348 (2010), no. 5–6, pp. 317—321.
• S. Bouzebda et A. Keziou. A semiparametric test of independence in Copula models for censored data. C. R. Acad. Sci. Paris, 348 (2010), no.7–8, pp. 449—453.
• S. Bouzebda. Strong Approximation of the Smoothed Q-Q Processes. Far East J. Theor. Stat. 31 (2010). no. 2, pp. 169—191.
• S. Bouzebda. Bootstrap de l’Estimateur de Hill : Théorèmes Limites. Ann. I.S.U.P., 54 (2010), Fasc. 1-2. pp. 61—72.
• N-E. El Faouzi, R. Billot et S. Bouzebda. Motorway travel time prediction based on to data and weather effect integration. IET intelligent transport systems A. 4 (2010). no. 4, pp. 338—345.

• S. Bouzebda, N-E. El Faouzi et T. Zari. On the Multivariate Two-sample Problem using Strong Approximations of Empirical Copula Processes. Comm. Statist. Theory Methods. 40 (2011). no. 8, pp. 1490—1509.
• S. Bouzebda, A. Keziou et T. Zari. K-sample Problem using Strong Approximations of Empirical Copula Processes. Math. Methods. Statist. 20 (2011), no. 1, pp. 14—29.
• S. Bouzebda et I. Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. Electron. J. Stat. 5 (2011), pp. 440—459.
• S. Bouzebda. Some New Multivariate Tests of Independence. Math. Methods. Statist. 20 (2011). no. 3, pp. 192—205.

• S. Bouzebda et M. Cherfi. Test of Symmetry Based on Copula Function. J. Statist. Plann. Inference. 142 (2012), no. 5, pp. 1262—1271.
• S. Bouzebda et M. Cherfi. General bootstrap for dual φ-divergence estimates. J. Probab. Stat. Volume (2012), Article ID 834107, 33 pp.
• S. Bouzebda et N-E. El Faouzi. New Two-Sample Tests Based on the Integrated Empirical Copula Process. Statistics. 46 (2012), no. 3, pp. 313—324.
• S. Bouzebda. On the Strong Approximation of General Bootstrap of Empirical Copula Processes with Applications. Math. Methods. Statist. 21 (2012), no. 3, pp. 153—188.
• S. Bouzebda et M. Cherfi. Dual Divergences Estimators of the Tail Index. IRSN. Probab. Stat. (2012). Vol 2012, Article ID 746203, 14 pp.

• S. Bouzebda et T. Zari. A Strong Invariance Theorem of the Tail Empirical Copula Processes. Comm. Statist. Theory Methods. 42 (2013). no. 1, pp. 11—27.
• S. Alvarez-Andrade et S. Bouzebda. Strong approximations for weighted bootstrap of empirical and quantile processes with applications. Stat. Methodol. 11 (2013), pp. 36—52.
• S. Bouzebda et N. Limnios. On general bootstrap of empirical estimator of a semi-Markov kernel with applications. J. Multivariate Anal. 116 (2013), pp. 52—62.
• S. Bouzebda, I. Elhattab, A. Keziou et T. Lounis. New Entropy Estimator with an Application to Test of Normality. Comm. Statist. Theory Methods. 42 (2013). no. 12, pp. 2245—2270.
• S. Bouzebda et A. Keziou. A semiparametric maximum likelihood ratio test for the change point in copula models. Stat. Methodol. 14 (2013), pp. 39—61.
• S. Bouzebda et N. Limnios. Exchangeably weighted bootstraps of empirical estimator for semi-Markov kernel. C. R. Acad. Sci. Paris, Ser. I. 351(2013), no. 13–14, pp. 569—573.
• S. Bouzebda et N. Limnios. Some asymptotic results for exchangeably weighted bootstraps of the empirical estimator of a semi-Markov kernel with applications. (2013), pp. 195—212. Statistical Models and Methods for Reliability and Survival Analysis. A Festschrift in Honor of Misha Nikulin. John Wiley & Sons, Inc.
• S. Bouzebda et T. Zari. Asymptotic Behavior of Weighted Multivariate Cramér-von Mises-Type Statistics Under Contiguous Alternatives. Math. Methods. Statist. 22(2013), no. 3, pp. 226—252.
• S. Bouzebda et T. Zari. Strong approximation of empirical copula processes by Gaussian processes. Statistics. 47 (2013), no. 5, pp.1047—1063.

• S. Bouzebda et I. Elhattab. New kernel-type estimator of Shannon’s entropy. C. R. Acad. Sci. Paris, Ser. I. 352 (2014). no. 1. pp. 75—80.
• S. Bouzebda et K. Chokri. Statistical tests in the partially linear additive regression model. Stat. Methodol. 19 (2014), pp. 4—24.
• S. Bouzebda. Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points. Math. Methods. Statist. 23(2014), no. 1, pp. 38—65.
• S. Bouzebda. General Tests of Independence Based on Empirical Processes Indexed by Functions. Stat. Methodol. 21(2014), pp. 59—87.
• S. Alvarez-Andrade et S. Bouzebda. New nonparametric tests for change-point detection based on the P-P and Q-Q plots processes. Sequential Anal. 33(2014), no. 3, 360—399.
• S. Bouzebda et T. Zari. Strong Approximation of Multidimensional P-P Plots Processes by Gaussian Processes with Applications to Statistical Tests. Math. Methods. Statist. 23(2014), no. 3, pp. 210—238.
• S. Alvarez-Andrade et S. Bouzebda. Asymptotic results for hybrids of empirical and partial sums processes. Statist. Papers. 55(2014), no. 4, pp. 1121—1143.

• S. Alvarez-Andrade et S. Bouzebda. On the local time of the weighted bootstrap and compound empirical processes. Stochastic Analysis and Applications. 33(2015), no. 4, pp. 609—629.
• S. Bouzebda, S. Didi et L. Elhajj. Multivariate Wavelet Density and Regression Estimators for Stationary and Ergodic Continuous Time Processes : Asymptotic results. Math. Methods. Statist. 24(2015), no. 3, pp. 163—199.

• S. Bouzebda, K. Chokri et D. Louani. Some uniform consistency results in the partially linear additive model components estimation. Comm. Statist. Theory Methods. 45(2016). no. 05, pp. 1278—1310.
• Chr. Papamichail, S. Bouzebda et N. Limnios. Reliability calculus of a Markov Renewal Process on Crack Propagation Problem. (2016). Computational Methods for Solids and Fluids, Springer. Volume 41 of the series Computational Methods in Applied Sciences, pp. 343—378.
• S. Bouzebda, M. Chaouch et N. Laïb. Nonparametric Mode Regression Estimation for Functional Stationary Ergodic Data. Asymptotic Normality and Application. Math. Methods. Statist. 25(2016), no. 3, pp. 168—195.
• S. Bouzebda. Some Applications of the Strong Approximation of the Integrated Empirical Copula Processes. Math. Methods. Statist. 25(2016), no. 4, 281—303.

• S. Bouzebda et S. Didi. Wavelet Density and Regression Estimators for Stationary and Ergodic Discrete Time Processes : Asymptotic results. Comm. Statist. Theory Methods. 46(2017). no. 03, pp. 1367—1406.
• S. Bouzebda et S. Didi. Asymptotic results in additive regression model for strictly and ergodic continuous times processes. Comm. Statist. Theory Methods. 46(2017). no. 05, pp. 2454—2493.
• S. Alvarez-Andrade, S. Bouzebda et A. Lachal. Some Asymptotic Results for the Integrated Empirical Processes with Application to the Statistical Tests. Comm. Statist. Theory Methods. 46(2017), no. 07, pp. 3365—3392.
• S. Bouzebda. Kac’s representation for empirical copula process from an asymptotic viewpoint. Statist. Probab. Lett. 123(2017), pp. 107—113.
• S. Alvarez-Andrade et S. Bouzebda. On the hybrids of k-spacing empirical and partial sum processes. Rev. Mat. Complut. (30)(2017), no. 1, pp 185—216.
• S. Bouzebda et N. Limnios. The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions. Theory Probab. Math. Statist. No. 96, (2017), pp. 21–32.

• S. Alvarez-Andrade, S. Bouzebda et A. Lachal. Some Asymptotic Results for the p-Fold Integrated Empirical Processes with Application to the Statistical Tests. Test.
  27 (2018), no 4, pp. 826—849.
• S. Bouzebda, Chr. Papamichail et N. Limnios. On general bootstrap for a multidimensional empirical estimator of a continuous-time semi-Markov kernel with applications. (2018). J. Nonparametr. Stat. no. 01, pp. 49 -– 86.
• S. Alvarez-Andrade et S. Bouzebda. On universal almost sure central limit theorem for the hybrid of empirical and partial sums processes. Statistics. 52 (2018), no. 3, pp. 519—532.
• S. Bouzebda, C. T. Seck, I. Elhattab. Uniform in bandwidth consistency of nonparametric regression based on copula representation. Statist. Probab. Lett. 137(2018), pp. 173—182.
• S. Bouzebda, Y. Slaoui. Nonparametric recursive method for Kernel-Type Function Estimators for Spatial Data. Statist. Probab. Lett. 139(2018), pp. 103—114.

• S. Bouzebda, Y. Slaoui. Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method. Statist. Probab. Lett. 151 (2019). pp. 17 —28.
• S. Bouzebda et B. Nemouchi. Central Limit Theorems for Conditional Empirical and Conditional U-Processes of Stationary Mixing Sequences. Math. Methods. Statist. 28 (2019), no. 3, pp. 169 — 207.
• S. Bouzebda et T. Lounis. Estimations and Optimal Tests in Some Parametric Models. Mathématiques appliquées : déterministes et stochastiques. 1(2019), pp 1 — 43.
• Alvarez-Andrade, S. Bouzebda. Some Selected Topics for the Bootstrap of the Empirical and Quantile processes. Theory Stoch. Process. (2019). Vol. 24 (40), no. 1, pp. 19—48.
• Bouzebda et O. El-Dakkak. Strong approximations for the general bootstrap of empirical processes with applications in selected topics of nonparametric statistics. Ann. I.S.U.P., 63 (2019), Fasc. 2-3. pp. 221—246.

• S. Bouzebda, Y. Slaoui. Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method. Comm. Statist. Theory Methods. 49(2020). no. 12, 2942—2963.
• S. Bouzebda et N. Limnios. Bootstraps of martingale difference arrays under the uniformly integrable entropy. (2020). Statistical Topics and Stochastic Models for Dependant Data with Applications. (ISTE, Wiley). pp. 29—46.
• S. Bouzebda et B. Nemouchi. Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data. J. Nonparametr. Stat. 32(2020) no. 02, pp. 452—509.
• S. Bouzebda, Y. Slaoui. Large and moderate deviation principles for recursive kernel estimators for spatial data. (2020), Journal of Stochastic Analysis. Vol. 1 : No. 1 , Article 7. 27 pp.
• M. Mohamedi, S. Bouzebda et A. Laksaci. On the nonparametric estimation of the functional expectile regression. C. R. Acad. Sci. Paris, Ser. I. 358 (2020). no. 3. pp. 267—272.
• Chr. Papamichail, S. Bouzebda et N. Limnios. Regression analysis of stochastic fatigue crack growth model in a martingale difference framework. Journal of Statistical Theory and Practice. 14(2020). no. 3. Paper No. 44. 43 pp.
• S. Alvarez-Andrade, S. Bouzebda. Cramér’s type results for some bootstrapped U-statistics. Statist. Papers 61 (2020), no. 4. pp. 1685—1699.
• S. Bouzebda et Y. Slaoui. Nonparametric Recursive Method for Kernel-Type Function Estimators for Censored Data. (2020), Journal of Stochastic Analysis. Vol. 1 : No. 3, Article 4. 19 pp.
• S. Bouzebda et M. Cherfi. General inference in semiparametric models through divergences and the duality technique with applications. Theory Stoch. Process. (2020). Vol. 25 (41), no. 1, pp. 1—24.
• S. Bouzebda et N. Limnios. Exchangeably weighted bootstraps of martingale difference arrays under the uniformly integrable entropy. (2020), Journal of Stochastic Analysis. Vol. 1 : No. 3 , Article 6. 13 pp.
• S. Bouzebda et Ch. Chesneau. A note on the nonparametric estimation of the conditional mode by wavelet methods. Stats. (2020). 3(4), 475-483.
• S. Bouzebda et T. El-hadjali. Uniform Convergence Rate of the Kernel Regression Estimator Adaptive to Intrinsic Dimension in Presence of Censored Data. J. Nonparametr. Stat. 32(2020) no. 04, pp. 864—914.

• S. Bouzebda et S. Didi. Some Asymptotic Properties of Kernel Regression Estimators of the Mode for Stationnary and Ergodic Continuous Time Processes. Rev. Mat. Complut. 34(2021). 811–852. https://doi.org/10.1007/s13163-020-00368-6
• M. Mohamedi, S. Bouzebda et A. Laksaci. The Consistency and Asymptotic Normality of the Kernel type Expectile Regression Estimator for Functional Data. J. Multivariate Anal. (2021). Volume 181, 104673. 24 pp.
• S. Bouzebda et A.A. Ferfache. Asymptotic properties of M-estimators based on estimating equations and censored data in models with multiple change points. Journal of Mathematical Analysis and Applications. 497(2021). no. 2, 124883. 44 pp.
• S. Bouzebda, F. Madani et Y. Souddi. Some Characteristics of The Conditional Set-Indexed Empirical ProcessInvolving Functional Ergodic Data. Bulletin of the Institute of Mathematics Academia Sinica. 16 (2021). no. 4, 367–399.
• S. Bouzebda, I. Elhattab et B. Nemouchi. On the uniform-in-bandwidth consistency of the general conditional U-statistics based on the copula representation. J. Nonparametr. Stat. 32(2021), no. 2, 321–358.
• S. Allaoui, S. Bouzebda, C, Chesneau et J. Liu. Uniform Almost Sure Convergence and Asymptotic Distribution of the Wavelet-based Estimators of Partial Derivatives of Multivariate Density Function Under Weak Dependence. J. Nonparametr. Stat. 32(2021) no. 2, 170–196.

• I. M. Almanjahie, S. Bouzebda, Z. Kaid et A. Laksaci. Nonparametric functional time series analysis using expectile regression. J. Nonparametr. Stat. 34(2022), no. 1, 250–281.
• I. M. Almanjahie, S. Bouzebda, Z. Chikr-El-mezouar et A. Laksaci. The Functional kNN Estimator of the Conditional Expectile : Uniform Consistency in Number of Neighbors. Stat. Risk Model. 38 (2022), no. 3-4, 47–63.
• S. Bouzebda, Y. Slaoui. Nonparametric Recursive Method for Moment-Generating Function Kernel-Type Estimators. Statist. Probab. Lett. 184(2022), 109422.
• S. Bouzebda et M. Chaouch. Uniform limit theorems for a class of conditional Z-estimators when covariates are functions. J. Multivariate Anal. 189 (2022). Paper No. 104872, 21 pp. (Full paper 44pp).
• S. Bouzebda, M. Chaouch et S. Didi. Some results on kernel estimators for function derivatives based on dependent data. Annals of the Institute of Statistical Mathematics 74 (2022), no. 4, 737—771.
• S. Bouzebda et S. Didi. Some Results About Kernel Estimators for Function Derivatives Based on Stationary and Ergodic Continuous Time Processes with Applications. Comm. Statist. Theory Methods. 51(2022). no. 12, 3886–3933.
• S. Bouzebda, F. Madani et Y. Souddi. Some Asymptotic Properties of the Conditional Set-Indexed Empirical Process Based on Dependent Functional Data. Int. J. Math. Stat. 23 (2022). no. 2. 1—29.
• I. Soukarieh et S. Bouzebda. Exchangeably weighted bootstraps of the General Markov U-process. (2022). Mathematics. 42 pp.
• S. Didi, A. Al Harby et S. Bouzebda. Wavelet Density and Regression Estimators for Functional Stationary and Ergodic Data : Discrete Time. (2022). Mathematics. 32 pp.
• S. Didi et S. Bouzebda. Wavelet Density and Regression Estimators for Continuous Time Functional Stationary and Ergodic Processes. (2022). Mathematics., 4356. 38 pp.
• S. Bouzebda et A. Nezzal. Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data. Japanese Journal of Statistics and Data Science. 5(2022).
  no. 2, 431–533.
• S. Bouzebda et N. Limnios. The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications. J. Nonparametr. Stat. 34(2022). no., 4, pp. 758–788.
• S. Bouzebda, I. Elhattab et A.A. Ferfache. General M-Estimator Processes and their m out of n Bootstrap with Functional Nuisance Parameters. Methodol. Comput. Appl. Probab. 24(2022), no. 4, 2961–3005.
• S. Bouzebda et I. Soukarieh. Renewal type bootstrap for U- process Markov chains. Markov Process. Related Fields. (2022). 28(5), pp. 673–735.

• O. Litimein, A. Laksaci, B. Mechab, S. Bouzebda. Local linear estimate of the functional expectile regression. Statist. Probab. Lett. 192(2023), 109682.
• S. Bouzebda et I. Soukarieh. Nonparametric conditional U-processes for locally stationary functional random fields under stochastic sampling design. (2023). Mathematics. 11(1), pp. 1—70.
• S. Bouzebda, A. Nezzal et T. Zari. Uniform consistency for functional conditional U-statistics using delta-sequences. (2023). Mathematics. 11(1), 161. pp. 1—39.
• S. Bouzebda., A. Laksaci et M. Mohamedi. Single index regression model for functional quasi-associated times series data. (2023). REVSTAT- Statistical Journal. 20(5), 605–631. https://www.ine.pt/revstat/pdf/Singleindexregressionmodel.pdf
• S. Allaoui, S. Bouzebda et J. Liu. Asymptotic Distribution of the Wavelet-based estimators of multivariate regression functions in Besov spaces under weak dependence. Journal of Mathematical Inequalities. (2023).
  17(2), 481–515. http://files.ele-math.com/preprints/jmi-17-32-pre.pdf
• S. Bouzebda, I. Elhattab, Y. Slaoui et N. Taachouche. Nonparametric Recursive Method for Moment Generating Function Kernel-Type Estimators under Censored Data. Statistics, Optimization et Information Computing. (2023). 11(2), , pp 196-215.
• S. Bouzebda, S. Khardani et Y. Slaoui. On the Consistency and Asymptotic Normality of the Modal Regression in the Nonparametric Random Design Model Censored Data. Comm. Statist. Theory Methods. (2023), 26 pp.
• S. Bouzebda, Y. Slaoui. Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method. Sankhya A. (2023), 33 pp. A paraître.
• S. Allaoui, S. Bouzebda et J. Liu. Multivariate wavelet estimators for weakly dependent processes : strong consistency rate. Comm. Statist. Theory Methods. (2023). 34 pp. A paraître.
• S. Bouzebda., A. Laksaci et M. Mohamedi. The k-Nearest Neighbors method in single index regression model for functional quasi-associated times series data. Rev. Mat. Complut. (2023). 31 pp.
• M. Mohammedi, S. Bouzebda, A. Laksaci et O. Bouanani. Asymptotic normality of the k-NN single index regression estimator for functional weak dependence data. Comm. Statist. Theory Methods. (2023), 30 pp.
• K. Chokri, S. Bouzebda. Some uniform-in-bandwidth consistency results in the partially linear additive model components estimation. Comm. Statist. Theory Methods. (2023), 43 pp.
• S. Bouzebda et B. Nemouchi. Weak-convergence of empirical conditional processes and conditional U-processes involving functional mixing data. (2023). 56 pp. Statistical Inference for Stochastic Processes.
• S. Bouzebda, T. El-hadjali et A.A. Ferfache. Central limit theorems for functional Z-estimators with Functional Nuisance Parameters. A. Comm. Statist. Theory Methods. (2023), 43 pp. A paraître.
• S. Bouzebda. General Tests of Conditional Independence Based on Empirical Processes Indexed by Functions. (2023). 63 pp. Japanese Journal of Statistics and Data Science. A paraître.
• S. Alvarez-Andrade, S. Bouzebda et N. Nessigha. On the strong approximation of the non-overlapping k-spacings process with application to the moment convergence rates. Acta Univ. Sapientiae Math. (2023), 23 pp. A paraître.
• S. Bouzebda et A. Nezzal. Asymptotic properties of conditional U-statistics using delta sequences. Comm. Statist. Theory Methods. (2023), 56 pp. A paraître.
• S. Bouzebda, T. El-hadjali et A.A. Ferfache. Uniform in bandwidth consistency of conditional U-statistics adaptive to intrinsic dimension in presence of censored data. Sankhya A. (2023), 59 pp. A paraître.
• S. Bouzebda. On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation : multivariate setting. Hacet. J. Math. Stat. (2023). 46 pp. A paraître.
• S. Bouzebda et A. Keziou. Empirical likelihood based confidence intervals for functional of copulas. J. Nonparametr. Stat. (2023). 37 pp. A paraître.
• S. Bouzebda et N. Taachouche. Rates of the strong uniform consistency with rates for conditional U-statistics estimators with general kernels on manifolds. Math. Methods. Statist. 28(2023), 60 pp. A paraître.
• S. Bouzebda et N. Taachouche. Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds. Math. Methods. Statist. (2023), 2023, Vol. 32, No. 1, pp. 27–81.
• S. Bouzebda et A.A. Ferfache. Asymptotic Properties of Semiparametric M-Estimators with Multiple Change Points. Physica A. Statistical Mechanics and its Applications. 609 (2023). 128363. 29 pp. https://doi.org/10.1016/j.physa.2022.128363
• S. Bouzebda et I. Soukarieh. Renewal type Bootstrap for increasing degree U-process of a Markov chain. J. Multivariate Anal. 195C (2023). 25 pp. https://doi.org/10.1016/j.jmva.2022.105143

Papers under revision

• S. Alvarez-Andrade, S. Bouzebda. Rates in the complete convergence of weighted bootstrap means. (2022). 14 pp. En révision.

Submitted papers

• S. Bouzebda et I. Soukarieh. Conditional U-statistics for Locally Stationary Functional Time Series. (2022). 73 pp. Soumis
• S. Bouzebda, S. Khardani et Y. Slaoui. On Nonparametric Kernel Estimation of the Mode of the Regression Function in the Strong Mixing Random Design Model Censored Data. (2022). 34 pp. Soumis
• S. Bouzebda et N. Taachouche. On the variable bandwidth kernel estimation of conditional U-statistics at optimal rates in sup-norm. (2023). 100 pp. Soumis
• S. Bouzebda et A. Nezzal. Weak convergence of kNN empirical conditional processes and kNN conditional U-processes involving functional mixing data. (2023). 115 pp. Soumis
• S. Bouzebda et A.A. Ferfache. Functional central limit theorems for triangular arrays of function-indexed U-processes under uniformly integrable entropy conditions. (2023). 41 pp. Soumis
• S. Bouzebda et I. Soukarieh. Limit theorems for a class of processes generalizing the U-empirical process. (2023). 30 pp. Soumis
• S. Bouzebda et N. Taachouche. Oracle inequalities and upper bounds for kernel conditional U-statistics estimators on manifolds and more general metric spaces. (2023). 47 pp. Soumis

Preprints

• S. Alvarez-Andrade, S. Bouzebda et A. Lachal. Poisson and weighted approximations for a class of integrated empirical processes. (2022). 26 pp. Preprint
• S. Bouzebda et A. Nezzal. Uniform convergence rates for nonparametric conditional U-statistics smoothed by the beta kernel.

Directions de thèses

• Chrysanthi Papamichail (thèse soutenue (2016)), Co-direction avec Nikolaos Limnios, Université de Technologie de Compiègne.
• Boutheina Nemouchi (thèse soutenue (2020)).
• Mustapha Mohammedi (thèse soutenue (2021)), Co-direction avec Ali Laksaci, Université de Sidi-Bel-Abbes, Algérie.
• Thouria El-hadjali (thèse soutenue (2021)). Co-encadrement avec Fatiha Messaci
• Anouar Abdeldjaoued Ferfache, (thèse soutenue (2021))
• Han Guo, co-encadrement avec Nikolaos Limnios, Frédéric Druesne, Pierre Feissel. (thèse soutenue (2022)).
• Youssouf Souddi, Co-direction avec Fethi Madani, Université de Saida, Algérie. (thèse soutenue (2022)).
• Amel Nezzal, (thèse soutenue (2022)).
• Inass Sami Soukarieh, Co-direction avec Nikolaos Limnios, (thèse soutenue (2022)).
• Soumaya Allaoui, Co-encadrement avec Xiequan Fan, Huazhong University of Science and Technology. (thèse soutenue (2023)).
• Badreddine Slime. (thèse soutenue (2023)).
• Nourelhouda Taachouche. (thèse soutenue (2023)).
• Agua Breix Michael (en préparation depuis octobre (2022)).
• Jan Tinio, co-direction avec M. Alaya (en préparation depuis octobre (2022)).
• Noura Omar, co-direction avec M. Alaya (en préparation depuis octobre (2023)).

Post Doctorat

• Khalid Chokri ((2015-2017)), Co-direction avec Nikolaos Limnios, Université de Technologie de Compiègne.
• Yingjie Wang ((01/01/2023-31/12/2023)), Université de Technologie de Compiègne.