Number of items: 2.
2024
Daouia, Abdelaati and Stupfler, Gilles (2024) Extremile Regression. In: Wiley StatsRef: statistics reference online John Wiley & Sons. Hoboken ISBN 9781118445112
2025
Yasser, Abbas, Daouia, Abdelaati
, Nemouchi, Boutheina
and Stupfler, Gilles
(2025)
Tail expectile-VaR estimation in the semiparametric Generalized Pareto model.
TSE Working Paper, n. 25-1607, Toulouse