Abdelaati Daouia

Estimation of Tail Risk Based on Extreme Expectiles

Abdelaati Daouia, Stéphane Girard, Gilles Stupfler · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2017 · 128 citations · Full text

Engineering, Tail Expectiles, Estimation Statistic +14

Kernel estimators of extreme level curves

Abdelaati Daouia, Laurent Gardès, Stéphane Girard et al. · Test · 2010 · 90 citations · Full text

Reproducing Kernel Method, Curve Fitting, Statistical Inference +4

Robustness and inference in nonparametric partial frontier modeling

Abdelaati Daouia, Irène Gijbels · Journal of Econometrics · 2010 · 60 citations · Full text

Econometric Model, Economics, Robust Statistic +4

Extreme M-quantiles as risk measures: From $L^{1}$ to $L^{p}$ optimization

Abdelaati Daouia, Stéphane Girard, Gilles Stupfler · Bernoulli · 2018 · 42 citations · Full text

Economics, Extreme Values, Engineering +15

Extremiles: A New Perspective on Asymmetric Least Squares

Abdelaati Daouia, Irène Gijbels, Gilles Stupfler · Journal of the American Statistical Association · 2018 · 36 citations · Full text

Mathematical Programming, Parameter Estimation, Engineering +20