The following pages link to Abdelaati Daouia (Q451240):
Displaying 30 items.
- Robustness and inference in nonparametric partial frontier modeling (Q58633) (← links)
- Nonparametric efficiency analysis: a multivariate conditional quantile approach (Q451242) (← links)
- (Q527942) (redirect page) (← links)
- Regularization of nonparametric frontier estimators (Q527943) (← links)
- Frontier estimation and extreme value theory (Q627286) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Kernel estimators of extreme level curves (Q1761527) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- Mass transportation and the consistency of the empirical optimal conditional locations (Q2430596) (← links)
- On kernel smoothing for extremal quantile regression (Q2435253) (← links)
- Functional convergence of quantile-type frontiers with application to parametric approximations (Q2475752) (← links)
- A \(\Gamma\)-moment approach to monotonic boundary estimation (Q2512526) (← links)
- Robust nonparametric estimators of monotone boundaries (Q2581827) (← links)
- Large deviation properties for empirical quantile-type production functions (Q3396487) (← links)
- (Q3431915) (← links)
- Estimation of Tail Risk Based on Extreme Expectiles (Q4607209) (← links)
- Asymptotic representation theory for nonstandard conditional quantiles (Q4651101) (← links)
- NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH (Q4680627) (← links)
- On Projection‐type Estimators of Multivariate Isotonic Functions (Q4923059) (← links)
- ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS (Q4993891) (← links)
- Extremiles: A New Perspective on Asymmetric Least Squares (Q5242482) (← links)
- Data Envelope Fitting with Constrained Polynomial Splines (Q5743223) (← links)
- Measuring firm performance using nonparametric quantile-type distances (Q5864459) (← links)
- Extremile Regression (Q5881158) (← links)
- Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)
- Optimal weighted pooling for inference about the tail index and extreme quantiles (Q6201851) (← links)
- Extreme expectile estimation for short-tailed data, with an application to market risk assessment (Q6412940) (← links)
- An expectile computation cookbook (Q6547781) (← links)
- Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660) (← links)
