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Abdelaati Daouia

Nonparametric Frontier Estimation: a Conditional Quantile-based Approach
2005 · Y. Aragon, A. Daouia, et al. · Econometric Theory · 285
Nonparametric efficiency analysis: A multivariate conditional quantile approach
2006 · Abdelaati Daouia, Léopold Simar · Journal of Econometrics · 264
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Estimation of Tail Risk Based on Extreme Expectiles
2017 · Abdelaati Daouia, Stéphane Girard, et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 145
On kernel smoothing for extremal quantile regression
2013 · Abdelaati Daouia, Laurent Gardes, et al. · Bernoulli · 117
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Kernel estimators of extreme level curves
2010 · Abdelaati Daouia, Laurent Gardes, et al. · Test · 100
Robustness and inference in nonparametric partial frontier modeling
2010 · Abdelaati Daouia, Irène Gijbels · Journal of Econometrics · 65
Extremiles: A New Perspective on Asymmetric Least Squares
2018 · Abdelaati Daouia, Irène Gijbels, et al. · Journal of the American Statistical Association · 48
Tail expectile process and risk assessment
2019 · Abdelaati Daouia, Stéphane Girard, et al. · Bernoulli · 46
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Frontier estimation and extreme value theory
2010 · Abdelaati Daouia, Jean-Pierre Florens, et al. · Bernoulli · 46
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Extreme M-quantiles as risk measures: From $L^{1}$ to $L^{p}$ optimization
2018 · Abdelaati Daouia, Stéphane Girard, et al. · Bernoulli · 44
Robust nonparametric estimators of monotone boundaries
2004 · Abdelaati Daouia, Léopold Simar · Journal of Multivariate Analysis · 43
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Data Envelope Fitting with Constrained Polynomial Splines
2014 · Abdelaati Daouia, Hohsuk Noh, et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 40
Measuring firm performance using nonparametric quantile-type distances
2015 · Abdelaati Daouia, Léopold Simar, et al. · Econometric Reviews · 30
Regularization of nonparametric frontier estimators
2012 · Abdelaati Daouia, Jean-Pierre Florens, et al. · Journal of Econometrics · 29
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Robust Nonparametric Frontier Estimators: Qualitative Robustness and Influence Function
2006 · Ruiz-Gazen, Anne, Daouia, Abdelaati · HAL · 26
ExpectHill estimation, extreme risk and heavy tails
2020 · Abdelaati Daouia, Stéphane Girard, et al. · Journal of Econometrics · 24
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Extremile Regression
2021 · Abdelaati Daouia, Irène Gijbels, et al. · Journal of the American Statistical Association · 22
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npbr: A Package for Nonparametric Boundary Regression in R
2017 · Abdelaati Daouia, Thibault Laurent, et al. · Journal of Statistical Software · 16
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Inference for extremal regression with dependent heavy-tailed data
2023 · Abdelaati Daouia, Gilles Stupfler, et al. · The Annals of Statistics · 13
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From Halfspace M-depth to Multiple-output Expectile Regression
2019 · Daouia, Abdelaati, Paindaveine, Davy · arXiv (Cornell University) · 12
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Functional convergence of quantile-type frontiers with application to parametric approximations
2007 · Abdelaati Daouia, Jean-Pierre Florens, et al. · Journal of Statistical Planning and Inference · 12
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On Projection‐type Estimators of Multivariate Isotonic Functions
2012 · ABDELAATI DAOUIA, BYEONG U. PARK · Scandinavian Journal of Statistics · 11
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An expectile computation cookbook
2024 · Abdelaati Daouia, Gilles Stupfler, et al. · Statistics and Computing · 10
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Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles
2024 · Abdelaati Daouia, Gilles Stupfler, et al. · Statistics and Computing · 9
Extreme value modelling of SARS-CoV-2 community transmission using discrete generalized Pareto distributions
2023 · Abdelaati Daouia, Gilles Stupfler, et al. · Royal Society Open Science · 9
Works count: 86
Citation count: 1,533
H-index: 17
I10-index: 23
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