Abdelaati DAOUIA will defend his HDR (habilitation à diriger des recherches) on « Contributions to extremal regression, frontier modeling and shape constrained estimation », on April 15th, at 09:00 room MS 003 (Manufacture des Tabacs).
Supervisor: Jean-Pierre Florens Professor Emeritus, University Toulouse 1 Capitole - TSE
Committee: John H.J. Einmahl (referee), Paul Embrechts (referee), Jean-Pierre Florens (mentor), Irène Gijbels, Enno Mammen (referee), Léopold Simar, Andrew J. Patton (referee), Christine Thomas-Agnan.
This defence will be followed by a workshop on "Advances in Contemporary Statistics", at 11:45, room MS 002-003
The present report gives a guiding thread through my research activity since I obtained my PhD. Chapter 1 describes my research interests and summarizes the major achievements of my research projects. These projects concentrate around three main themes of interest. The first one is concerned with constrained and robust estimation in boundary regression models, with applications in production econometrics. The second theme focuses on extreme value theory and tail risk handling, with applications in actuarial science, finance and environment. The third theme of interest deals with the mass transport problem for optimal location-allocation models. The remainder of the manuscript is organized in two chapters corresponding to my major current research topics. Chapter 2 presents some selected contributions to nonparametric estimation under shape constraints, especially for the study of frontier models. Chapter 3 describes my recent work on extremal quantile regression and tail risk handling via asymmetric least squares estimation.