Abdelaati Daouia

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “Corrected inference about the extreme Expected Shortfall in the general Max-Domain of Attraction”, Information and Inference: A Journal of the IMA, vol. 14, n. 3, September 2025.

Abdelaati Daouia, and Gilles Stupfler, “Abdelaati Daouia and Gilles Stupfler’s contribution to the Discussion of the ‘Discussion Meeting on the Analysis of citizen science data’”, Journal of the Royal Statistical Society Series A: Statistics in Society, vol. 188, n. 3, July 2025, pp. 712–713.

Yasser Abbas, and Abdelaati Daouia, “Understanding World Economy Dynamics Based on Indicators and Events”, Journal of Data Science, Statistics, and Visualisation, vol. 4, n. 5, August 2024.

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles”, Statistics and Computing, vol. 34, n. 130, June 2024.

Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler, “Optimal weighted pooling for inference about the tail index and extreme quantiles”, Bernoulli, vol. 30, n. 2, May 2024, pp. 1287–1312.

Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler, “Extreme expectile estimation for short-tailed data”, Journal of Econometrics, vol. 241, n. 2, April 2024.

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “An expectile computation cookbook”, Statistics and Computing, vol. 34, n. 103, March 2024.

Abdelaati Daouia, and Gilles Stupfler, “Extremile Regression”, Wiley StatsRef: Statistics Reference Online, 2024in Wiley StatsRef: Statistics Reference Online, N. Balakrishnan, Theodore Colton, Brian Everitt, Walter Piegorsch, Fabrizio Ruggeri, and Jozef Teugels (eds.), John Wiley & Sons, Ltd, 2024.

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “Inference for extremal regression with dependent heavy-tailed data”, Annals of Statistics, vol. 51, n. 5, December 2023, pp. 2040–2066.

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions”, Royal Society Open Science, vol. 10, n. 3, March 2023.

Abdelaati Daouia, Irene Gijbels, and Gilles Stupfler, “Extremile Regression”, Journal of the American Statistical Association, vol. 117, n. 539, 2022, pp. 1579–1586.

Abdelaati Daouia, Stéphane Girard, and Gilles Stupfler, “ExpectHill estimation, extreme risk and heavy tails”, Journal of Econometrics, vol. 221, n. 1, March 2021, pp. 97–117.

Abdelaati Daouia, Jean-Pierre Florens, and Léopold Simar, “Robustified expected maximum production frontiers”, Econometric Theory, vol. 37, 2021, pp. 346–387.

Abdelaati Daouia, Jean-Pierre Florens, and Léopold Simar, “Robust frontier estimation from noisy data: a Tikhonov regularization approach”, Econometrics and Statistics, vol. 14, April 2020, pp. 1–23.

Abdelaati Daouia, Stéphane Girard, and Gilles Stupfler, “Tail expectile process and risk assessment”, Bernoulli, vol. 26, n. 1, January 2020, pp. 531–556.

Abdelaati Daouia, Stéphane Girard, and Gilles Stupfler, “Extreme M-quantiles as risk measures: From L1 to Lp optimization”, Bernoulli, vol. 25, n. 1, February 2019, pp. 264–309.

Abdelaati Daouia, Irene Gijbels, and Gilles Stupfler, “Extremiles: A new perspective on asymmetric least squares”, Journal of the American Statistical Association, vol. 114, n. 527, 2019, pp. 1366–1381.

Abdelaati Daouia, Stéphane Girard, and Gilles Stupfler, “Estimation of Tail Risk based on Extreme Expectiles”, Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 80, n. Série B, March 2018, pp. 263–292.

Abdelaati Daouia, Thibault Laurent, and Hohsuk Noh, “npbr: A Package for Nonparametric Boundary Regression in R”, Journal of Statistical Software, vol. 79, n. 9, August 2017, pp. 1–43.

Abdelaati Daouia, Léopold Simar, and Paul Wilson, “Measuring Firm Performance using Nonparametric Quantile-type Distances”, Econometric Reviews, vol. 36, n. 1-3, 2017, pp. 156–181.