Abdelaati Daouia

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Person:451240

Available identifiers

zbMath Open daouia.abdelaatiMaRDI QIDQ451240

List of research outcomes

PublicationDate of PublicationType
Optimal weighted pooling for inference about the tail index and extreme quantiles2024-03-26Paper
Inference for extremal regression with dependent heavy-tailed data2024-01-04Paper
Extremile Regression2023-03-09Paper
Extreme expectile estimation for short-tailed data, with an application to market risk assessment2022-10-05Paper
Measuring firm performance using nonparametric quantile-type distances2022-06-07Paper
ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS2021-06-11Paper
ExpectHill estimation, extreme risk and heavy tails2021-02-04Paper
Tail expectile process and risk assessment2019-12-05Paper
Extremiles: A New Perspective on Asymmetric Least Squares2019-11-12Paper
From Halfspace M-depth to Multiple-output Expectile Regression2019-05-29Paper
Data Envelope Fitting with Constrained Polynomial Splines2019-05-09Paper
Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization2019-01-28Paper
Estimation of Tail Risk Based on Extreme Expectiles2018-03-13Paper
Regularization of nonparametric frontier estimators2017-05-12Paper
Robustness and inference in nonparametric partial frontier modeling2016-08-10Paper
A \(\Gamma\)-moment approach to monotonic boundary estimation2014-08-07Paper
On kernel smoothing for extremal quantile regression2014-02-04Paper
On Projection‐type Estimators of Multivariate Isotonic Functions2013-06-05Paper
Kernel estimators of extreme level curves2012-11-15Paper
Nonparametric efficiency analysis: a multivariate conditional quantile approach2012-09-23Paper
Mass transportation and the consistency of the empirical optimal conditional locations2011-04-08Paper
Robustness and inference in nonparametric partial frontier modeling2011-04-01Paper
Frontier estimation and extreme value theory2011-02-28Paper
Large deviation properties for empirical quantile-type production functions2009-09-18Paper
Functional convergence of quantile-type frontiers with application to parametric approximations2008-03-11Paper
https://portal.mardi4nfdi.de/entity/Q34319152007-04-13Paper
Robust nonparametric estimators of monotone boundaries2006-01-10Paper
NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH2005-06-07Paper
Asymptotic representation theory for nonstandard conditional quantiles2005-02-21Paper
Extreme expectile estimation for short-tailed data, with an application to market risk assessment0001-01-03Paper

Research outcomes over time


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