Abdelaati Daouia

Available identifiers

zbMath Open daouia.abdelaatiMaRDI QIDQ451240

List of research outcomes

Publication	Date of Publication	Type
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles	2024-07-31	Paper
An expectile computation cookbook	2024-05-31	Paper
Optimal weighted pooling for inference about the tail index and extreme quantiles	2024-03-26	Paper
Inference for extremal regression with dependent heavy-tailed data	2024-01-04	Paper
Extremile Regression	2023-03-09	Paper
Extreme expectile estimation for short-tailed data, with an application to market risk assessment	2022-10-05	Paper
Measuring firm performance using nonparametric quantile-type distances	2022-06-07	Paper
ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS	2021-06-11	Paper
ExpectHill estimation, extreme risk and heavy tails	2021-02-04	Paper
Tail expectile process and risk assessment	2019-12-05	Paper
Extremiles: A New Perspective on Asymmetric Least Squares	2019-11-12	Paper
From Halfspace M-depth to Multiple-output Expectile Regression	2019-05-29	Paper
Data Envelope Fitting with Constrained Polynomial Splines	2019-05-09	Paper
Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization	2019-01-28	Paper
Estimation of Tail Risk Based on Extreme Expectiles	2018-03-13	Paper
Regularization of nonparametric frontier estimators	2017-05-12	Paper
Robustness and inference in nonparametric partial frontier modeling	2016-08-10	Paper
A \(\Gamma\)-moment approach to monotonic boundary estimation	2014-08-07	Paper
On kernel smoothing for extremal quantile regression	2014-02-04	Paper
On Projection‐type Estimators of Multivariate Isotonic Functions	2013-06-05	Paper
Kernel estimators of extreme level curves	2012-11-15	Paper
Nonparametric efficiency analysis: a multivariate conditional quantile approach	2012-09-23	Paper
Mass transportation and the consistency of the empirical optimal conditional locations	2011-04-08	Paper
Robustness and inference in nonparametric partial frontier modeling	2011-04-01	Paper
Frontier estimation and extreme value theory	2011-02-28	Paper
Large deviation properties for empirical quantile-type production functions	2009-09-18	Paper
Functional convergence of quantile-type frontiers with application to parametric approximations	2008-03-11	Paper
https://portal.mardi4nfdi.de/entity/Q3431915	2007-04-13	Paper
Robust nonparametric estimators of monotone boundaries	2006-01-10	Paper
NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH	2005-06-07	Paper
Asymptotic representation theory for nonstandard conditional quantiles	2005-02-21	Paper

Research outcomes over time

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