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

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) Optimal weighted pooling for inference about the tail index and extreme quantiles. Bernoulli, vol. 30 (n° 2). pp. 1287-1312.

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) An expectile computation cookbook. Statistics and Computing, vol. 34 (n° 103).

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, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2023) Inference for extremal regression with dependent heavy-tailed data. Annals of Statistics, Vol. 51 (N °5). pp. 2040-2066.

Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2023) Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions. Royal Society Open Science, vol. 10 (n° 3).

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

Usseglio-Carleve, Antoine, Girard, Stéphane and Stupfler, Gilles Claude (2021) Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models. The Annals of statistics, vol. 49 (n° 6). pp. 3358-3382.

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles Claude (2021) ExpectHill estimation, extreme risk and heavy tails. Journal of Econometrics, vol. 221 (n° 1). pp. 97-117.

Daouia, Abdelaati, Gijbels, Irene and Stupfler, Gilles Claude (2021) Extremile regression. Journal of the American Statistical Association, vol. 116 (n° 539). pp. 1579-1586.

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles Claude (2020) Tail expectile process and risk assessment. Bernoulli journal, vol. 26 (n° 1). pp. 531-556.

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

Daouia, Abdelaati, Gijbels, Irene and Stupfler, Gilles Claude (2019) Extremiles: A new perspective on asymmetric least squares. Journal of the American Statistical Association, 114 (527). pp. 1366-1381.

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles Claude (2018) Estimation of Tail Risk based on Extreme Expectiles. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 80 (2). pp. 263-292.