Group by: Item Type | Date | No Grouping
Number of items: 49.

Daouia, Abdelaati, Stupfler, Gilles and Usseglio-Carleve, Antoine (2024) An expectile computation cookbook. Statistics and Computing, vol. 34 (n° 103).

Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2024) Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles. Statistics and Computing. (In Press)

Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2023) Inference for extremal regression with dependent heavy-tailed data. Annals of Statistics, vol.51 (n°5). pp. 2040-2066.

Abbas, Yasser and Daouia, Abdelaati (2023) Understanding World Economy Dynamics Based on Indicators and Events. TSE Working Paper, n. 23-1461, Toulouse

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

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

Daouia, Abdelaati and Paindaveine, Davy (2023) Multivariate Expectiles, Expectile Depth and Multiple-Output Expectile Regression. TSE Working Paper, n. 19-1022, Toulouse

Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2022) Inference for extremal regression with dependent heavy-tailed data. TSE Working Paper, n. 22-1324, Toulouse

Daouia, Abdelaati, Padoan, Simone A. and Stupfler, Gilles Claude (2022) Optimal weighted pooling for inference about the tail index and extreme quantiles. TSE Working Paper, n. 22-1322, Toulouse

Daouia, Abdelaati and Ruiz-Gazen, Anne, eds. (2021) Advances in Contemporary Statistics and Econometrics : Festschrift in Honor of Christine Thomas-Agnan. Springer International Publishing ISBN 978 3 0307 3248 6

Casanova, Sandrine and Leconte, Eve (2021) Nonparametric Model-Based Estimators for the Cumulative Distribution Function of a Right Censored Variable in a Small Area. In: Advances in Contemporary Statistics and Econometrics: Festschrift in Honor of Christine Thomas-Agnan Daouia, Abdelaati and Ruiz-Gazen, Anne (eds.) Springer International Publishing. ISBN 978-3-030-73248-6

Thomas, Alban (2021) Of Particles Molecules: Application of Particle Filtering to Irrigated Agriculture in Punjab, India. In: Advances in Contemporary Statistics and Econometrics: Festschrift in Honor of Christine Thomas-Agnan Daouia, Abdelaati and Ruiz-Gazen, Anne (eds.) Springer International Publishing. ISBN 978-3-030-73248-6

De Mouzon, Olivier, Laurent, Thibault and Le Breton, Michel (2021) One Man, One Vote. Part 2: Measurement of malapportionment and disproportionality and the Lorenz curve A: Introduction and measurement tools. In: Advances in Contemporary Statistics and Econometrics: Festschrift in Honor of Christine Thomas-Agnan Daouia, Abdelaati and Ruiz-Gazen, Anne (eds.) Springer International Publishing. Chapter 31. 615–631-615–631. ISBN 978-3-030-73248-6

De Mouzon, Olivier, Laurent, Thibault and Le Breton, Michel (2021) One Man, One Vote. Part 2: measurement of malapportionment and disproportionality and the Lorenz curve B: Applications. In: Advances in Contemporary Statistics and Econometrics: Festschrift in Honor of Christine Thomas-Agnan Daouia, Abdelaati and Ruiz-Gazen, Anne (eds.) Springer International Publishing. Chapter 32. 633–652-633–652. ISBN 978-3-030-73248-6

Laurent, Thibault and Margaretic, Paula (2021) Predictions in Spatial Econometric Models: Application to Unemployment Data. In: Advances in Contemporary Statistics and Econometrics: Festschrift in Honor of Christine Thomas-Agnan Daouia, Abdelaati and Ruiz-Gazen, Anne (eds.) Advances in Contemporary Statistics and Econometrics. Chapter 21. 409–426-409–426. ISBN 978-3-030-73248-6

Gautier, Éric (2021) Relaxing monotonicity in endogenous selection models and application to surveys. In: Advances in contemporary statistics and econometrics. Daouia, Abdelaati and Ruiz-Gazen, Anne (eds.) Springer International Publishing. Chapter 4. Cham, Suisse pp. 59-78. ISBN 978-3-030-73248-6

Bontemps, Christophe and Orozco, Valérie (2021) Toward a FAIR reproducible research. In: Advances in Contemporary Statistics and Econometrics: Festschrift in Honor of Christine Thomas-Agnan Daouia, Abdelaati and Ruiz-Gazen, Anne (eds.) Springer International Publishing. ISBN 978-3-030-73248-6

Daouia, Abdelaati, Florens, Jean-Pierre and Simar, Léopold (2021) Robustified expected maximum production frontiers. Econometric Theory, vol. 37 (n° 2). pp. 1-46.

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles Claude (2021) ExpectHill estimation, extreme risk and heavy tails. Journal of Econometrics, vol. 221 (n° 1). pp. 97-117.

Daouia, Abdelaati, Gijbels, Irene and Stupfler, Gilles Claude (2021) Extremile regression. Journal of the American Statistical Association, vol. 116 (n° 539). pp. 1579-1586.

Vanhems, Anne, Do, Van Huyen and Laurent, Thibault (2021) Guidelines on Areal Interpolation Methods. In: Advances in Contemporary Statistics and Econometrics: Festschrift in Honor of Christine Thomas-Agnan Daouia, Abdelaati and Ruiz-Gazen, Anne (eds.) Springer International Publishing. Chapter 20. Cham, Suisse pp. 385-407. ISBN 978-3-030-73248-6

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

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles Claude (2020) Tail expectile process and risk assessment. Bernoulli journal, vol. 26 (n° 1). pp. 531-556.

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles Claude (2019) Extreme M-quantiles as risk measures: From L1 to Lp optimization. Bernoulli journal, vol. 25 (n° 1). pp. 264-309.

Daouia, Abdelaati, Gijbels, Irene and Stupfler, Gilles Claude (2019) Extremiles: A new perspective on asymmetric least squares. Journal of the American Statistical Association, 114 (527). pp. 1366-1381.

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles Claude (2018) Estimation of Tail Risk based on Extreme Expectiles. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 80 (2). pp. 263-292.

Daouia, Abdelaati, Laurent, Thibault and Noh, Hohsuk (2017) npbr: A Package for Nonparametric Boundary Regression in R. Journal of Statistical Software, 79 (9). pp. 1-43.

Daouia, Abdelaati, Simar, Léopold and Wilson, Paul (2017) Measuring Firm Performance using Nonparametric Quantile-type Distances. Econometric Reviews, 36 (1-3). pp. 156-181.

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

Daouia, Abdelaati, Girard, Stéphane and Guillou, Armelle (2014) A gamma-moment approach to monotonic boundary estimation. Journal of Econometrics, 178 (2). pp. 727-740.

Daouia, Abdelaati and Park, Byeong U. (2013) On Projection-Type Estimators of Multivariate Isotonic Functions. Scandinavian Journal of Statistics, 40 (2). pp. 363-386.

Daouia, Abdelaati, Girard, Stéphane and Guillou, Armelle (2013) A gamma-moment approach to monotonic boundaries estimation. TSE Working Paper, n. 13-411

Daouia, Abdelaati, Gardes, Laurent and Girard, Stéphane (2013) On kernel smoothing for extremal quantile regression. Bernoulli journal, vol. 19. pp. 2557-2589.

Daouia, Abdelaati, Florens, Jean-Pierre and Simar, Léopold (2012) Regularization of Nonparametric Frontier Estimators. Journal of Econometrics, 168 (n°2). pp. 285-299.

Daouia, Abdelaati and Gijbels, Irene (2012) Estimating frontier cost models using extremiles. In: Exploring Research Frontiers in Contemporary Statistics and Econometrics: A Festschrift for Léopold Simar Physica-Verlag Heidelberg. Chapter 4. pp. 65-81. ISBN 978-3-7908-2348-6

Daouia, Abdelaati, Gardes, Laurent and Girard, Stéphane (2012) Nadaraya’s Estimates for Large Quantiles and Free Disposal Support Curves. In: Exploring Research Frontiers in Contemporary Statistics and Econometrics: A Festschrift for Léopold Simar Physica-Verlag Heidelberg. pp. 1-22. ISBN 978-3-7908-2349-3

Daouia, Abdelaati, Gardes, Laurent, Girard, Stéphane and Lekina, Alexandre (2011) Kernel estimators of extreme level curves. Test, 20 (n°2). pp. 311-333.

Daouia, Abdelaati and Gijbels, Irene (2011) Robustness and inference in nonparametric partial frontier modeling. Journal of Econometrics, 161 (2). pp. 147-165.

Daouia, Abdelaati, Florens, Jean-Pierre and Simar, Léopold (2010) Frontier estimation and extreme value theory. Bernoulli journal, vol. 16 (n° 4). pp. 1039-1063.

Bonneu, Florent and Daouia, Abdelaati (2010) Mass transportation and the consistency of the empirical optimal conditional locations. Annals of Operations Research, 181 (1). pp. 159-170.

Daouia, Abdelaati, Florens, Jean-Pierre and Simar, Léopold (2009) Frontier Estimation and Extreme Values Theory. IDEI Working Paper, n. 611

Daouia, Abdelaati and Joutard, Cyrille (2009) Large Deviation Properties for Empirical Quantile-type Production Functions. Statistics: A Journal of Theoretical and Applied Statistics, 3 (n°43). pp. 267-277.

Daouia, Abdelaati, Florens, Jean-Pierre and Simar, Léopold (2008) Functional Convergence of Quantile-type Frontiers with Application to Parametric Approximations. Journal of Statistical Planning and Inference, 138 (3). pp. 708-725.

Daouia, Abdelaati and Simar, Léopold (2007) Nonparametric Efficiency Analysis: A Multivariate Conditional Quantile Approach. Journal of Econometrics, 140 (2). pp. 375-400.

Aragon, Yves, Daouia, Abdelaati and Thomas-Agnan, Christine (2006) Efficiency Measurement: A Nonparametric Approach. Annales d'Économie et de Statistique (82). pp. 217-242.

Daouia, Abdelaati and Ruiz-Gazen, Anne (2006) Robust Nonparametric Frontier Estimators: Qualitative Robustness and Influence Function. Statistica Sinica, 16 (4). pp. 1233-1253.

Daouia, Abdelaati (2005) Asymptotic Representation Theory for Nonstandard Conditional Quantiles. Journal of Nonparametric Statistics, 17 (2). pp. 253-268.

Aragon, Yves, Daouia, Abdelaati and Thomas-Agnan, Christine (2005) Nonparametric Frontier Estimation: A Conditional Quantile-based Approach. Econometric Theory (21). pp. 358-389.

Daouia, Abdelaati and Simar, Léopold (2005) Robust Nonparametric Estimators of Monotone Boundaries. Journal of Multivariate Analysis (96). pp. 311-331.

This list was generated on Thu Apr 18 05:27:37 2024 CEST.