2022

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

2023

Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2023) An expectile computation cookbook. TSE Working Paper, n. 23-1458, Toulouse

2024

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) 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).

2025

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

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