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Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2023
Persistent link: https://www.econbiz.de/10014286699
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Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati; Padoan, Simone A.; Stupfler, Gilles - 2022
Persistent link: https://www.econbiz.de/10013170008
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Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2022
Persistent link: https://www.econbiz.de/10013170015
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A unified theory of extreme Expected Shortfall inference
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2024
Persistent link: https://www.econbiz.de/10015097279
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Robustness and inference in nonparametric partial frontier modeling
Daouia, Abdelaati; Gijbels, Irène - In: Journal of econometrics 161 (2011) 2, pp. 147-165
Persistent link: https://www.econbiz.de/10009242190