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.
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, Irene Gijbels, and Gilles Stupfler, “Extremile Regression”, Journal of the American Statistical Association, vol. 117, n. 539, 2022, pp. 1579–1586.
Stéphane Girard, Gilles Stupfler, and Antoine Usseglio-Carleve, “Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models”, Annals of Statistics, vol. 49, n. 6, December 2021, pp. 3358–3382.
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, 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, 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.