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Robust frontier estimation from noisy data: a Tikhonov regularization approach

 Abdelaati Daouia , Jean-Pierre Florens , Léopold Simar
Econometrics and Statistics , 2020, 14, pp.1-23. ⟨10.1016/j.ecosta.2018.07.003⟩
Article dans une revue hal-02573853v1

Large deviation properties for empirical quantile-type production functions

 Abdelaati Daouia , Cyrille Joutard
Statistics, 2009, 43 (3), pp.267-277. ⟨10.1080/02331880802395963⟩
Article dans une revue hal-00803116v1
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Extremile Regression: A concrete application in geology to extreme seismic moments of earthquakes conditional on their geographical locations

 Abdelaati Daouia , Thibault Laurent , Gilles Stupfler
2018
Pré-publication, Document de travail hal-01925656v2
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Estimation of Tail Risk based on Extreme Expectiles

 Abdelaati Daouia , Stéphane Girard , Gilles Stupfler
Journal of the Royal Statistical Society: Series B, 2018, 80 (2), pp.263-292. ⟨10.1111/rssb.12254⟩
Article dans une revue hal-01142130v5
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Robustness and inference in nonparametric partial-frontier modeling

 Abdelaati Daouia , Irène Gijbels
Econometrics, 2011, 161 (2), pp.147. ⟨10.1016/j.jeconom.2010.12.002⟩
Article dans une revue hal-00796744v1

Mass transportation and the consistency of the empirical optimal conditional locations

 Florent Bonneu , Abdelaati Daouia
Annals of Operations Research, 2010, 181, pp.159-170. ⟨10.1007/s10479-010-0711-4⟩
Article dans une revue istex hal-00629331v1

A gamma-moment approach to monotonic boundaries estimation: with applications in econometric and nuclear fields

 Abdelaati Daouia , Stéphane Girard , Armelle Guillou
EVA 2013 - 8th International Conference on Extreme Value Analysis, Jul 2013, Shanghai, China
Communication dans un congrès hal-00851125v1

Extreme M-quantiles as risk measures

 Stéphane Girard , Abdelaati Daouia , Gilles Stupfler
10th International Conference of the ERCIM WG on Computing and Statistics, Dec 2017, London, United Kingdom
Communication dans un congrès hal-01667201v1

Tail risk estimation based on extreme Lp-quantiles

 Stéphane Girard , Abdelaati Daouia , Gilles Stupfler
Statistics workshop Tilburg University, Dec 2016, Tilburg, Netherlands
Communication dans un congrès hal-01415533v1

Robust nonparametric estimators of monotone boundaries

 Abdelaati Daouia , Léopold Simar
Journal of Multivariate Analysis, 2005, 96 (2), pp.311-331
Article dans une revue hal-02677554v1

robust non parametric frontier estimators : qualitative robustness and influence function

 Anne Ruiz-Gazen , Abdelaati Daouia
Statistica Sinica, 2006, pp.1233-1253
Article dans une revue hal-00170438v1
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Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles

 Abdelaati Daouia , Gilles Stupfler , Antoine Usseglio-Carleve
2023
Pré-publication, Document de travail hal-04097302v2
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A Gamma-moment approach to monotonic boundaries estimation: with applications in econometric and nuclear fields

 Abdelaati Daouia , Stéphane Girard , Armelle Guillou
Econometrics, 2014, 178 (2), pp.727-740. ⟨10.1016/j.jeconom.2013.10.013⟩
Article dans une revue hal-00737732v3

Estimation of tail risk based on extreme expectiles

 Stéphane Girard , Abdelaati Daouia , Gilles Stupfler
Workshop Extremes - Copulas - Actuarial science, Feb 2016, Luminy, France
Communication dans un congrès hal-01311778v1
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Extremiles: A new perspective on asymmetric least squares

 Abdelaati Daouia , Irène Gijbels , Gilles Stupfler
Journal of the American Statistical Association, 2019, 114 (527), pp.1366-1381. ⟨10.1080/01621459.2018.1498348⟩
Article dans une revue hal-03109979v1
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Functional convergence of quantile-type frontiers with application to parametric approximations

 Abdelaati Daouia , Jean-Pierre Florens , Léopold Simar
Journal of Statistical Planning and Inference, 2008, 138 (3), pp.708-725. ⟨10.1016/j.jspi.2007.01.005⟩
Article dans une revue hal-02660040v1

Asymptotic representation theory for nonstandard conditional quantiles

 Abdelaati Daouia
Journal of Nonparametric Statistics, 2005, 17 (2), pp.253-268. ⟨10.1080/1048525042000213021⟩
Article dans une revue hal-02674853v1

On kernel smoothing for extremal quantile regression

 Abdelaati Daouia , Laurent Gardes , Stéphane Girard
ERCIM 2012 - 5th International Conference of the ERCIM WG on Computing and Statistics, Dec 2012, Oviedo, Spain
Communication dans un congrès hal-00803127v1

Extreme level curves of heavy-tailed distributions

 Abdelaati Daouia , Laurent Gardes , Stéphane Girard , Alexandre Lekina
EVA 2009 - 6th International Conference on Extreme Value Analysis, Jun 2009, Fort Collins, United States. pp.CDROM
Communication dans un congrès hal-00761753v1
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An expectile computation cookbook

 Abdelaati Daouia , Gilles Stupfler , Antoine Usseglio-Carleve
2023
Pré-publication, Document de travail hal-04165034v1
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Robustified expected maximum production frontiers

 Abdelaati Daouia , Jean-Pierre Florens , Léopold Simar
Econometric Theory, In press, ⟨10.1017/S0266466620000171⟩
Article dans une revue hal-02530338v1
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Nadaraya's estimates for large quantiles and free disposal support curves

 Abdelaati Daouia , Laurent Gardes , Stéphane Girard
I. Van Keilegom and P. Wilson,. Exploring research frontiers in contemporary statistics and econometrics, Springer, pp.1-22, 2012, 978-3-7908-2348-6. ⟨10.1007/978-3-7908-2349-3_1⟩
Chapitre d'ouvrage istex hal-00528670v2
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Tail expectile process and risk assessment

 Abdelaati Daouia , Stéphane Girard , Gilles Stupfler
Bernoulli, 2020, 26 (1), pp.531-556. ⟨10.3150/19-BEJ1137⟩
Article dans une revue hal-01744505v3
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Kernel estimators of extreme level curves

 Abdelaati Daouia , Laurent Gardes , Stéphane Girard , Alexandre Lekina
Test, 2011, 20 (2), pp.311-333. ⟨10.1007/s11749-010-0196-0⟩
Article dans une revue istex inria-00393588v4

Robust nonparametric frontier estimators: qualitative robustness and influence function

 Abdelaati Daouia , Anne Ruiz-Gazen
Statistica Sinica, 2006, 16 (4), pp.1233-1253
Article dans une revue hal-02655408v1

Efficiency measurement: a nonparametric approach

 Yves Aragon , Abdelaati Daouia , Christine Thomas-Agnan
Annales d'Economie et de Statistique, 2006, 82, pp.217-242
Article dans une revue hal-02660058v1
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Extremile Regression

 Abdelaati Daouia , Irène Gijbels , Gilles Stupfler
2021
Pré-publication, Document de travail hal-03104965v1
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ExpectHill estimation, extreme risk and heavy tails

 Abdelaati Daouia , Stéphane Girard , Gilles Stupfler
Journal of Econometrics, 2021, 221 (1), pp.97-117. ⟨10.1016/j.jeconom.2020.02.003⟩
Article dans une revue hal-01856212v2

Tail risk estimation based on extreme Lp-quantiles

 Abdelaati Daouia , Stéphane Girard , Gilles Stupfler
Workshop "Extreme value modeling and water resources", Jun 2016, Lyon, France
Communication dans un congrès hal-01340767v1

Nonparametric extremal quantile regression

 Abdelaati Daouia , Laurent Gardes , Stéphane Girard
EVA 2013 - 8th International Conference on Extreme Value Analysis, Jul 2013, Shanghai, China
Communication dans un congrès hal-00851124v1
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