Robust frontier estimation from noisy data: a Tikhonov regularization approach
Abdelaati Daouia
,
Jean-Pierre Florens
,
Léopold Simar
Article dans une revue
hal-02573853v1
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Large deviation properties for empirical quantile-type production functions
Abdelaati Daouia
,
Cyrille Joutard
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
Article dans une revue
hal-01142130v5
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Robustness and inference in nonparametric partial-frontier modeling
Abdelaati Daouia
,
Irène Gijbels
Article dans une revue
hal-00796744v1
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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
EVA 2013 - 8th International Conference on Extreme Value Analysis , Jul 2013, Shanghai, China
Communication dans un congrès
hal-00851125v1
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Mass transportation and the consistency of the empirical optimal conditional locations
Florent Bonneu
,
Abdelaati Daouia
Article dans une revue
istex
hal-00629331v1
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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
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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
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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
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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
Article dans une revue
hal-00737732v3
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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
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
Article dans une revue
hal-02660040v1
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Asymptotic representation theory for nonstandard conditional quantiles
Abdelaati Daouia
Article dans une revue
hal-02674853v1
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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
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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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Robustified expected maximum production frontiers
Abdelaati Daouia
,
Jean-Pierre Florens
,
Léopold Simar
Article dans une revue
hal-02530338v1
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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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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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Kernel estimators of extreme level curves
Abdelaati Daouia
,
Laurent Gardes
,
Stéphane Girard
,
Alexandre Lekina
Article dans une revue
istex
inria-00393588v4
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Tail expectile process and risk assessment
Abdelaati Daouia
,
Stéphane Girard
,
Gilles Stupfler
Article dans une revue
hal-01744505v3
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Nonparametric efficiency analysis: a multivariate conditional quantile approach
Abdelaati Daouia
,
Léopold Simar
Article dans une revue
hal-02663745v1
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Multivariate Expectiles, Expectile Depth and Multiple-Output Expectile Regression
Abdelaati Daouia
,
Davy Paindaveine
2020
Pré-publication, Document de travail
hal-02525090v1
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On kernel smoothing for extremal quantile regression
Abdelaati Daouia
,
Laurent Gardes
,
Stéphane Girard
Article dans une revue
hal-00630726v3
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Estimation of extreme expectiles from heavy tailed distributions
Stéphane Girard
,
Abdelaati Daouia
,
Gilles Stupfler
9th International Conference of the ERCIM WG on Computational and Methodological Statistics , Dec 2016, Seville, Spain
Communication dans un congrès
hal-01415586v1
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ExpectHill estimation, extreme risk and heavy tails
Abdelaati Daouia
,
Stéphane Girard
,
Gilles Stupfler
Article dans une revue
hal-01856212v2
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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
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