Daouia, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860, Gijbels, Irene
and Stupfler, Gilles
ORCID: https://orcid.org/0000-0003-2497-9412
(2021)
Extremile Regression.
TSE Working Paper, n. 21-1176, Toulouse
Daouia, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860, Girard, Stéphane
and Stupfler, Gilles
ORCID: https://orcid.org/0000-0003-2497-9412
(2018)
ExpectHill estimation, extreme risk and heavy tails.
TSE Working Paper, n. 18-953, Toulouse
Daouia, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860, Girard, Stéphane
and Stupfler, Gilles
ORCID: https://orcid.org/0000-0003-2497-9412
(2018)
Tail expectile process and risk assessment.
TSE Working Paper, n. 18-944, Toulouse
Daouia, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860, Girard, Stéphane
and Stupfler, Gilles
ORCID: https://orcid.org/0000-0003-2497-9412
(2017)
Extreme M-quantiles as risk measures: From L1 to Lp optimization.
TSE Working Paper, n. 17-841, Toulouse
Daouia, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860, Girard, Stéphane
and Stupfler, Gilles
ORCID: https://orcid.org/0000-0003-2497-9412
(2017)
Estimation of Tail Risk based on Extreme Expectiles.
TSE Working Paper, n. 15-566, Toulouse

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