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Abdelaati Daouia
Abdelaati Daouia
Professor (associate) of Mathematics, Toulouse School of Economics, University of Toulouse Capitole
Zweryfikowany adres z tse-fr.eu - Strona główna
Tytuł
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Nonparametric frontier estimation: a conditional quantile-based approach
Y Aragon, A Daouia, C Thomas-Agnan
Econometric Theory 21 (2), 358-389, 2005
3942005
Nonparametric efficiency analysis: A multivariate conditional quantile approach
A Daouia, L Simar
Journal of Econometrics 140 (2), 375-400, 2007
3652007
On kernel smoothing for extremal quantile regression
A Daouia, L Gardes, S Girard
Bernoulli 19 (5B), 2557-2589, 2013
1812013
Estimation of tail risk based on extreme expectiles
A Daouia, S Girard, G Stupfler
Journal of the Royal Statistical Society: Series B 80 (B), 263–292, 2018
1642018
Kernel estimators of extreme level curves
A Daouia, L Gardes, S Girard, A Lekina
Test 20 (2), 311-333, 2011
1592011
Robustness and inference in nonparametric partial frontier modeling
A Daouia, I Gijbels
Journal of Econometrics 161 (2), 147-165, 2011
882011
Frontier estimation and extreme value theory
A Daouia, JP Florens, L Simar
Bernoulli 16 (4), 1039-1063, 2010
752010
Robust nonparametric estimators of monotone boundaries
A Daouia, L Simar
Journal of Multivariate Analysis 96 (2), 311-331, 2005
652005
Extreme M-quantiles as risk measures: From L^1 to L^p optimization
A Daouia, S Girard, G Stupfler
Bernoulli 25 (1), 264-309, 2019
612019
Tail expectile process and risk assessment
A Daouia, S Girard, G Stupfler
Bernoulli 26 (1), 531-556, 2020
572020
Regularization of nonparametric frontier estimators
A Daouia, JP Florens, L Simar
Journal of Econometrics 168 (2), 285-299, 2012
562012
Extremiles: A new perspective on asymmetric least squares
A Daouia, I Gijbels, G Stupfler
Journal of the American Statistical Association 114 (527), 1366-1381, 2019
542019
Data envelope fitting with constrained polynomial splines
A Daouia, H Noh, BU Park
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2016
482016
Measuring firm performance using nonparametric quantile-type distances
A Daouia, L Simar, PW Wilson
Econometric Reviews 36 (1-3), 156-181, 2017
472017
Robust nonparametric frontier estimators: qualitative robustness and influence function
A Daouia, A Ruiz-Gazen
Statistica Sinica, 1233-1253, 2006
432006
Functional convergence of quantile-type frontiers with application to parametric approximations
A Daouia, JP Florens, L Simar
Journal of Statistical Planning and Inference 138 (3), 708-725, 2008
262008
ExpectHill estimation, extreme risk and heavy tails
A Daouia, S Girard, G Stupfler
Journal of Econometrics 221 (1), 97-117, 2021
232021
Estimating frontier cost models using extremiles
A Daouia, I Gijbels
Exploring Research Frontiers in Contemporary Statistics and Econometrics: A …, 2012
232012
Extremile regression
A Daouia, I Gijbels, G Stupfler
Journal of the American Statistical Association 117 (539), 1579-1586, 2022
222022
Nadaraya’s estimates for large quantiles and free disposal support curves
A Daouia, L Gardes, S Girard
Exploring Research Frontiers in Contemporary Statistics and Econometrics: A …, 2012
212012
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