2005

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.

2006

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.

2007

Daouia, Abdelaati and Simar, Léopold (2007) Nonparametric Efficiency Analysis: A Multivariate Conditional Quantile Approach. Journal of Econometrics, 140 (2). pp. 375-400.

2008

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.

2009

Daouia, Abdelaati, Florens, Jean-Pierre and Simar, Léopold (2009) Regularization of Nonparametric Frontier Estimators. TSE Working Paper, n. 10-168

Daouia, Abdelaati, Florens, Jean-Pierre and Simar, Léopold (2009) Frontier Estimation and Extreme Values Theory. TSE Working Paper, n. 10-165

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.

2010

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.

2011

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.

2012

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. ISBN 978-3-7908-2349-3

2013

Daouia, Abdelaati, Noh, Hohsuk and Park, Byeong U. (2013) Data envelope fitting with constrained polynomial splines. TSE Working Paper, n. 13-449, Toulouse

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, Simar, Léopold and Wilson, Paul (2013) Measuring Firm Performance using Nonparametric Quantile-type Distances. TSE Working Paper, n. 13-412, Toulouse

Daouia, Abdelaati, Gardes, Laurent and Girard, Stéphane (2013) On kernel smoothing for extremal quantile regression. Bernoulli journal, vol. 19. pp. 2557-2589.

2014

Daouia, Abdelaati, Girard, Stéphane and Guillou, Armelle (2014) A gamma-moment approach to monotonic boundary estimation. Journal of Econometrics, 178 (2). pp. 727-740.

2015

Daouia, Abdelaati, Laurent, Thibault and Noh, Hohsuk (2015) npbr: A Package for Nonparametric Boundary Regression in R. TSE Working Paper, n. 15-576, Toulouse

2016

Daouia, Abdelaati, Florens, Jean-Pierre and Simar, Léopold (2016) Robust frontier estimation from noisy data: a Tikhonov regularization approach. TSE Working Paper, n. 16-665, Toulouse

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.

2017

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2017) Extreme M-quantiles as risk measures: From L1 to Lp optimization. TSE Working Paper, n. 17-841, Toulouse

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, Girard, Stéphane and Stupfler, Gilles (2017) Estimation of Tail Risk based on Extreme Expectiles. TSE Working Paper, n. 15-566, Toulouse

Daouia, Abdelaati, Simar, Léopold and Wilson, Paul (2017) Measuring Firm Performance using Nonparametric Quantile-type Distances. Econometric Reviews, 36 (1-3). pp. 156-181.

2018

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2018) ExpectHill estimation, extreme risk and heavy tails. TSE Working Paper, n. 18-953, Toulouse

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2018) Tail expectile process and risk assessment. TSE Working Paper, n. 18-944, Toulouse

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, Florens, Jean-Pierre and Simar, Léopold (2018) Robustesse expected maximum production frontiers. TSE Working Paper, n. 17-890, Toulouse

2019

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.

2020

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.

2021

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, Eric (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 (2021) Extremile Regression. TSE Working Paper, n. 21-1176, Toulouse

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

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) Inference for extremal regression with dependent heavy-tailed data. Annals of Statistics, Vol. 51 (N °5). pp. 2040-2066.

Abbas, Yasser and Daouia, Abdelaati (2023) Understanding World Economy Dynamics Based on Indicators and Events. TSE Working Paper, n. 23-1461, 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 (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 and Paindaveine, Davy (2023) Multivariate Expectiles, Expectile Depth and Multiple-Output Expectile Regression. TSE Working Paper, n. 19-1022, Toulouse

2024

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, 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 and Stupfler, Gilles Claude (2024) Extremile Regression. In: Wiley StatsRef‎: statistics reference online Balakrishnan, Narayanaswamy, Colton, Theodore, Everitt, Brian Sidney, Piegorsch, Walter W., Ruggeri, Fabrizio 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).

2025

Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (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 and Stupfler, Gilles Claude (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

2026

Daouia, Abdelaati and Laurent, Thibault (2026) Robust Frontier and Efficiency Analysis with frontiles. TSE Working Paper, n. 26-1731, Toulouse

Daouia, Abdelaati, Hachem, Joseph and Stupfler, Gilles Claude (2026) Extreme value inference for heterogeneous heavy-tailed data: A derandomization theory. TSE Working Paper, n. 26-1727