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

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, 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).