| Publication | Date of Publication | Type |
|---|
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 | 2026-02-12 | Paper |
Corrected inference about the extreme expected shortfall in the general max-domain of attraction
Information and Inference | 2025-10-30 | Paper |
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles
Statistics and Computing | 2024-07-31 | Paper |
An expectile computation cookbook
Statistics and Computing | 2024-05-31 | Paper |
Optimal weighted pooling for inference about the tail index and extreme quantiles
Bernoulli | 2024-03-26 | Paper |
Optimal weighted pooling for inference about the tail index and extreme quantiles
Bernoulli | 2024-03-26 | Paper |
Inference for extremal regression with dependent heavy-tailed data
The Annals of Statistics | 2024-01-04 | Paper |
Extremile Regression
Journal of the American Statistical Association | 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
Econometric Reviews | 2022-06-07 | Paper |
ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS
Econometric Theory | 2021-06-11 | Paper |
ExpectHill estimation, extreme risk and heavy tails
Journal of Econometrics | 2021-02-04 | Paper |
Tail expectile process and risk assessment
Bernoulli | 2019-12-05 | Paper |
Extremiles: A New Perspective on Asymmetric Least Squares
Journal of the American Statistical Association | 2019-11-12 | Paper |
| From Halfspace M-depth to Multiple-output Expectile Regression | 2019-05-29 | Paper |
Data Envelope Fitting with Constrained Polynomial Splines
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization
Bernoulli | 2019-01-28 | Paper |
Estimation of Tail Risk Based on Extreme Expectiles
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-03-13 | Paper |
Regularization of nonparametric frontier estimators
Journal of Econometrics | 2017-05-12 | Paper |
Regularization of nonparametric frontier estimators
Journal of Econometrics | 2017-05-12 | Paper |
Robustness and inference in nonparametric partial frontier modeling
Journal of Econometrics | 2016-08-10 | Paper |
A \(\Gamma\)-moment approach to monotonic boundary estimation
Journal of Econometrics | 2014-08-07 | Paper |
On kernel smoothing for extremal quantile regression
Bernoulli | 2014-02-04 | Paper |
On projection-type estimators of multivariate isotonic functions
Scandinavian Journal of Statistics | 2013-06-05 | Paper |
Kernel estimators of extreme level curves
Test | 2012-11-15 | Paper |
Nonparametric efficiency analysis: a multivariate conditional quantile approach
Journal of Econometrics | 2012-09-23 | Paper |
Mass transportation and the consistency of the empirical optimal conditional locations
Annals of Operations Research | 2011-04-08 | Paper |
Robustness and inference in nonparametric partial frontier modeling
Journal of Econometrics | 2011-04-01 | Paper |
Frontier estimation and extreme value theory
Bernoulli | 2011-02-28 | Paper |
Large deviation properties for empirical quantile-type production functions
Statistics | 2009-09-18 | Paper |
Functional convergence of quantile-type frontiers with application to parametric approximations
Journal of Statistical Planning and Inference | 2008-03-11 | Paper |
| Robust nonparametric frontier estimators: qualitative robustness and influence function | 2007-04-13 | Paper |
Robust nonparametric estimators of monotone boundaries
Journal of Multivariate Analysis | 2006-01-10 | Paper |
NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
Econometric Theory | 2005-06-07 | Paper |
Asymptotic representation theory for nonstandard conditional quantiles
Journal of Nonparametric Statistics | 2005-02-21 | Paper |
