Abdelaati Daouia

Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler, “Extreme expectile estimation for short-tailed data, with an application to market risk assessment”, TSE Working Paper, n. 23-1414, March 2023.

Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler, “Optimal pooling and distributed inference for the tail index and extreme quantiles”, TSE Working Paper, n. 22-1322, March 2022, revised February 2023.

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “Inference for extremal regression with dependent heavy-tailed data”, TSE Working Paper, n. 22-1324, March 2022.

Abdelaati Daouia, and Davy Paindaveine, “Multivariate Expectiles, Expectile Depth and Multiple-Output Expectile Regression”, TSE Working Paper, n. 19-1022, July 2019, revised February 2023.