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Number of items: 3.

Article

Daouia, AbdelaatiIdRef, Padoan, Simone A. and Stupfler, Gilles ClaudeIdRef (2024) Optimal weighted pooling for inference about the tail index and extreme quantiles. Bernoulli, vol. 30 (n° 2). pp. 1287-1312.

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

Monograph

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

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