2005

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.

2006

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.

2009

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

2015

Daouia, Abdelaati, Laurent, Thibault and Noh, Hohsuk (2015) npbr: A Package for Nonparametric Boundary Regression in R. TSE Working Paper, n. 15-576, Toulouse

2017

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, Girard, Stéphane and Stupfler, Gilles (2017) Estimation of Tail Risk based on Extreme Expectiles. TSE Working Paper, n. 15-566, Toulouse

2018

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, Florens, Jean-Pierre and Simar, Léopold (2018) Robustesse expected maximum production frontiers. TSE Working Paper, n. 17-890, Toulouse

2020

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.

2021

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

2022

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

2023

Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2023) An expectile computation cookbook. TSE Working Paper, n. 23-1458, Toulouse

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

2024

Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2024) Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles. Statistics and Computing, vol. 34 (n° 130).

Daouia, AbdelaatiORCID: https://orcid.org/0000-0003-2621-8860 and Stupfler, Gilles ClaudeORCID: https://orcid.org/0000-0003-2497-9412 (2024) Extremile Regression. In: Wiley StatsRef‎: statistics reference online Balakrishnan, NarayanaswamyORCID: https://orcid.org/0000-0001-5842-8892, Colton, Theodore, Everitt, Brian Sidney, Piegorsch, Walter W.ORCID: https://orcid.org/0000-0003-2725-5604, Ruggeri, FabrizioORCID: https://orcid.org/0000-0002-7655-6254 and Teugels, Jozef (eds.) John Wiley & Sons. Hoboken ISBN 9781118445112

Daouia, Abdelaati, Padoan, Simone A. and Stupfler, Gilles Claude (2024) Extreme expectile estimation for short-tailed data. Journal of Econometrics, vol. 241 (n° 2).

Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2024) Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles. Statistics and Computing, Vol. 34 (N° 130).

2025

Daouia, AbdelaatiORCID: https://orcid.org/0000-0003-2621-8860, Stupfler, Gilles ClaudeORCID: https://orcid.org/0000-0003-2497-9412 and Usseglio-Carleve, AntoineORCID: https://orcid.org/0000-0002-8148-3758 (2025) 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).

Daouia, AbdelaatiORCID: https://orcid.org/0000-0003-2621-8860 and Stupfler, Gilles ClaudeORCID: https://orcid.org/0000-0003-2497-9412 (2025) 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). pp. 712-713.

Daouia, Abdelaati and Stupfler, Gilles Claude (2025) Risk measures beyond quantiles. TSE Working Paper, n. 25-1632, Toulouse

Yasser, Abbas, Daouia, Abdelaati, Nemouchi, Boutheina and Stupfler, Gilles Claude (2025) Tail expectile-VaR estimation in the semiparametric Generalized Pareto model. TSE Working Paper, n. 25-1607, Toulouse