Items where Author is "Daouia, Abdelaati"

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Number of items: 30.

Article

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

Daouia, Abdelaati, Florens, Jean-Pierre and Simar, Léopold (2018) Robust frontier estimation from noisy data: a Tikhonov regularization approach. Econometrics and Statistics. pp. 1-23. (In Press)

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (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, 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, 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 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.

Book Section

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

Monograph

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2018) ExpectHill estimation, extreme risk and heavy tails. TSE Working Paper, n. 18-953, Toulouse

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2018) Tail expectile process and risk assessment. TSE Working Paper, n. 18-944, Toulouse

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2017) Extreme M-quantiles as risk measures: From L1 to Lp optimization. TSE Working Paper, n. 17-841, Toulouse

Daouia, Abdelaati, Florens, Jean-Pierre and Simar, Léopold (2016) Robust frontier estimation from noisy data: a Tikhonov regularization approach. TSE Working Paper, n. 16-665, Toulouse

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

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

This list was generated on Sun Jun 16 20:56:16 2019 CEST.