Daouia, Abdelaati, Stupfler, Gilles Claude
and Usseglio-Carleve, Antoine
(2024)
A unified theory of extreme Expected Shortfall inference.
TSE Working Paper, n. 24-1565, Toulouse
Abbas, Yasser and Daouia, Abdelaati
(2024)
Understanding World Economy Dynamics Based on Indicators and Events.
Journal of Data Science, Statistics, and Visualisation, vol..4 (n°5).
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
(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)
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles.
TSE Working Paper, n. 23-1444, Toulouse
Daouia, Abdelaati and Paindaveine, Davy
(2023)
Multivariate Expectiles, Expectile Depth and Multiple-Output Expectile Regression.
TSE Working Paper, n. 19-1022, 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
Daouia, Abdelaati and Ruiz-Gazen, Anne
, eds.
(2021)
Advances in Contemporary Statistics and Econometrics : Festschrift in Honor of Christine Thomas-Agnan.
Springer International Publishing
ISBN 978 3 0307 3248 6
Casanova, Sandrine and Leconte, Eve
(2021)
Nonparametric Model-Based Estimators for the Cumulative Distribution Function of a Right Censored Variable in a Small Area.
In: Advances in Contemporary Statistics and Econometrics: Festschrift in Honor of Christine Thomas-Agnan
Daouia, Abdelaati
and Ruiz-Gazen, Anne
(eds.)
Springer International Publishing.
ISBN 978-3-030-73248-6
Thomas, Alban
(2021)
Of Particles Molecules: Application of Particle Filtering to Irrigated Agriculture in Punjab, India.
In: Advances in Contemporary Statistics and Econometrics: Festschrift in Honor of Christine Thomas-Agnan
Daouia, Abdelaati
and Ruiz-Gazen, Anne
(eds.)
Springer International Publishing.
ISBN 978-3-030-73248-6
Mouzon, Olivier de, Laurent, Thibault
and Le Breton, Michel
(2021)
One Man, One Vote. Part 2: Measurement of malapportionment and disproportionality and the Lorenz curve A: Introduction and measurement tools.
In: Advances in Contemporary Statistics and Econometrics: Festschrift in Honor of Christine Thomas-Agnan
Daouia, Abdelaati
and Ruiz-Gazen, Anne
(eds.)
Springer International Publishing.
Chapter 31.
615–631-615–631.
ISBN 978-3-030-73248-6
Mouzon, Olivier de, Laurent, Thibault
and Le Breton, Michel
(2021)
One Man, One Vote. Part 2: measurement of malapportionment and disproportionality and the Lorenz curve B: Applications.
In: Advances in Contemporary Statistics and Econometrics: Festschrift in Honor of Christine Thomas-Agnan
Daouia, Abdelaati
and Ruiz-Gazen, Anne
(eds.)
Springer International Publishing.
Chapter 32.
633–652-633–652.
ISBN 978-3-030-73248-6
Laurent, Thibault and Margaretic, Paula
(2021)
Predictions in Spatial Econometric Models: Application to Unemployment Data.
In: Advances in Contemporary Statistics and Econometrics: Festschrift in Honor of Christine Thomas-Agnan
Daouia, Abdelaati
and Ruiz-Gazen, Anne
(eds.)
Advances in Contemporary Statistics and Econometrics.
Chapter 21.
409–426-409–426.
ISBN 978-3-030-73248-6
Gautier, Éric
(2021)
Relaxing monotonicity in endogenous selection models and application to surveys.
In: Advances in contemporary statistics and econometrics.
Daouia, Abdelaati
and Ruiz-Gazen, Anne
(eds.)
Springer International Publishing.
Chapter 4.
Cham, Suisse pp. 59-78.
ISBN 978-3-030-73248-6
Bontemps, Christophe and Orozco, Valérie
(2021)
Toward a FAIR reproducible research.
In: Advances in Contemporary Statistics and Econometrics: Festschrift in Honor of Christine Thomas-Agnan
Daouia, Abdelaati
and Ruiz-Gazen, Anne
(eds.)
Springer International Publishing.
ISBN 978-3-030-73248-6
Daouia, Abdelaati, Florens, Jean-Pierre
and Simar, Léopold
(2021)
Robustified expected maximum production frontiers.
Econometric Theory, vol. 37 (n° 2).
pp. 1-46.
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.
Vanhems, Anne, Do, Van Huyen
and Laurent, Thibault
(2021)
Guidelines on Areal Interpolation Methods.
In: Advances in Contemporary Statistics and Econometrics: Festschrift in Honor of Christine Thomas-Agnan
Daouia, Abdelaati
and Ruiz-Gazen, Anne
(eds.)
Springer International Publishing.
Chapter 20.
Cham, Suisse pp. 385-407.
ISBN 978-3-030-73248-6
Daouia, Abdelaati, Florens, Jean-Pierre
and Simar, Léopold
(2020)
Robust frontier estimation from noisy data : a Tikhonov regularization approach.
Econometrics and Statistics, vol. 14.
pp. 1-23.
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.
Daouia, Abdelaati, Laurent, Thibault
and Noh, Hohsuk
(2017)
npbr: A Package for Nonparametric Boundary Regression in R.
Journal of Statistical Software, 79 (9).
pp. 1-43.
Daouia, Abdelaati, Simar, Léopold
and Wilson, Paul
(2017)
Measuring Firm Performance using Nonparametric Quantile-type Distances.
Econometric Reviews, 36 (1-3).
pp. 156-181.
Daouia, Abdelaati, Noh, Hohsuk and Park, Byeong U.
(2016)
Data envelope fitting with constrained polynomial splines.
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 78 (1).
pp. 3-30.
Daouia, Abdelaati, Girard, Stéphane
and Guillou, Armelle
(2014)
A gamma-moment approach to monotonic boundary estimation.
Journal of Econometrics, 178 (2).
pp. 727-740.
Daouia, Abdelaati and Park, Byeong U.
(2013)
On Projection-Type Estimators of Multivariate Isotonic Functions.
Scandinavian Journal of Statistics, 40 (2).
pp. 363-386.
Daouia, Abdelaati, Girard, Stéphane
and Guillou, Armelle
(2013)
A gamma-moment approach to monotonic boundaries estimation.
TSE Working Paper, n. 13-411
Daouia, Abdelaati, Gardes, Laurent
and Girard, Stéphane
(2013)
On kernel smoothing for extremal quantile regression.
Bernoulli journal, vol. 19.
pp. 2557-2589.
Daouia, Abdelaati, Florens, Jean-Pierre
and Simar, Léopold
(2012)
Regularization of Nonparametric Frontier Estimators.
Journal of Econometrics, 168 (n°2).
pp. 285-299.
Daouia, Abdelaati and Gijbels, Irene
(2012)
Estimating frontier cost models using extremiles.
In: Exploring Research Frontiers in Contemporary Statistics and Econometrics: A Festschrift for Léopold Simar
Physica-Verlag Heidelberg.
Chapter 4.
pp. 65-81.
ISBN 978-3-7908-2348-6
Daouia, Abdelaati, Gardes, Laurent
and Girard, Stéphane
(2012)
Nadaraya’s Estimates for Large Quantiles and Free Disposal Support Curves.
In: Exploring Research Frontiers in Contemporary Statistics and Econometrics: A Festschrift for Léopold Simar
Physica-Verlag Heidelberg.
pp. 1-22.
ISBN 978-3-7908-2349-3
Daouia, Abdelaati, Gardes, Laurent
, Girard, Stéphane
and Lekina, Alexandre
(2011)
Kernel estimators of extreme level curves.
Test, 20 (n°2).
pp. 311-333.
Daouia, Abdelaati and Gijbels, Irene
(2011)
Robustness and inference in nonparametric partial frontier modeling.
Journal of Econometrics, 161 (2).
pp. 147-165.
Daouia, Abdelaati, Florens, Jean-Pierre
and Simar, Léopold
(2010)
Frontier estimation and extreme value theory.
Bernoulli journal, vol. 16 (n° 4).
pp. 1039-1063.
Bonneu, Florent and Daouia, Abdelaati
(2010)
Mass transportation and the consistency of the empirical optimal conditional locations.
Annals of Operations Research, 181 (1).
pp. 159-170.
Daouia, Abdelaati, Florens, Jean-Pierre
and Simar, Léopold
(2009)
Frontier Estimation and Extreme Values Theory.
IDEI Working Paper, n. 611
Daouia, Abdelaati and Joutard, Cyrille
(2009)
Large Deviation Properties for Empirical Quantile-type Production Functions.
Statistics: A Journal of Theoretical and Applied Statistics, 3 (n°43).
pp. 267-277.
Daouia, Abdelaati, Florens, Jean-Pierre
and Simar, Léopold
(2008)
Functional Convergence of Quantile-type Frontiers with Application to Parametric Approximations.
Journal of Statistical Planning and Inference, 138 (3).
pp. 708-725.
Daouia, Abdelaati and Simar, Léopold
(2007)
Nonparametric Efficiency Analysis: A Multivariate Conditional Quantile Approach.
Journal of Econometrics, 140 (2).
pp. 375-400.
Aragon, Yves, Daouia, Abdelaati
and Thomas-Agnan, Christine
(2006)
Efficiency Measurement: A Nonparametric Approach.
Annales d'Économie et de Statistique (82).
pp. 217-242.
Daouia, Abdelaati and Ruiz-Gazen, Anne
(2006)
Robust Nonparametric Frontier Estimators: Qualitative Robustness and Influence Function.
Statistica Sinica, 16 (4).
pp. 1233-1253.
Daouia, Abdelaati
(2005)
Asymptotic Representation Theory for Nonstandard Conditional Quantiles.
Journal of Nonparametric Statistics, 17 (2).
pp. 253-268.
Aragon, Yves, Daouia, Abdelaati
and Thomas-Agnan, Christine
(2005)
Nonparametric Frontier Estimation: A Conditional Quantile-based Approach.
Econometric Theory (21).
pp. 358-389.
Daouia, Abdelaati and Simar, Léopold
(2005)
Robust Nonparametric Estimators of Monotone Boundaries.
Journal of Multivariate Analysis (96).
pp. 311-331.