Abdelaati Daouia

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “Inference for extremal regression with dependent heavy-tailed data”, Annals of Statistics, December 2023, forthcoming.

Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler, “Optimal weighted pooling for inference about the tail index and extreme quantiles”, Bernoulli, June 2023, forthcoming.

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, Gilles Stupfler, and Antoine Usseglio-Carleve, “Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles”, Statistics and Computing, 2023, forthcoming.

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.

Abdelaati Daouia, Hohsuk Noh, and Byeong U. Park, “Data envelope fitting with constrained polynomial splines”, Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 78, n. 1, 2016, pp. 3–30.

Abdelaati Daouia, Stéphane Girard, and Armelle Guillou, “A gamma-moment approach to monotonic boundary estimation”, Journal of Econometrics, vol. 178, n. 2, February 2014, pp. 727–740.

Abdelaati Daouia, and Byeong U. Park, “On Projection-Type Estimators of Multivariate Isotonic Functions”, Scandinavian Journal of Statistics, vol. 40, n. 2, June 2013, pp. 363–386.

Abdelaati Daouia, Laurent Gardes, and Stéphane Girard, “On kernel smoothing for extremal quantile regression”, Bernoulli, vol. 19, 2013, pp. 2557–2589.

Abdelaati Daouia, Jean-Pierre Florens, and Léopold Simar, “Regularization of Nonparametric Frontier Estimators”, Journal of Econometrics, vol. 168, n. 2, June 2012, pp. 285–299.

Abdelaati Daouia, Laurent Gardes, Stéphane Girard, and Alexandre Lekina, “Kernel estimators of extreme level curves”, Test, vol. 20, n. 2, August 2011, pp. 311–333.