Article
Daouia, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860, Stupfler, Gilles Claude
ORCID: https://orcid.org/0000-0003-2497-9412 and Usseglio-Carleve, Antoine
ORCID: 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, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860 and Stupfler, Gilles Claude
ORCID: 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
, 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
, 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).
Book Section
Daouia, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860 and Stupfler, Gilles Claude
ORCID: https://orcid.org/0000-0003-2497-9412
(2024)
Extremile Regression.
In: Wiley StatsRef: statistics reference online
Balakrishnan, Narayanaswamy
ORCID: https://orcid.org/0000-0001-5842-8892, Colton, Theodore
, Everitt, Brian Sidney
, Piegorsch, Walter W.
ORCID: https://orcid.org/0000-0003-2725-5604, Ruggeri, Fabrizio
ORCID: https://orcid.org/0000-0002-7655-6254 and Teugels, Jozef (eds.)
John Wiley & Sons.
Hoboken
ISBN 9781118445112
Monograph
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
Daouia, Abdelaati
, Stupfler, Gilles Claude
and Usseglio-Carleve, Antoine
(2023)
An expectile computation cookbook.
TSE Working Paper, n. 23-1458, Toulouse
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

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