Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “A unified theory of extreme Expected Shortfall inference”, TSE Working Paper, n. 24-1565, August 26, 2024.
Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “Inference for extremal regression with dependent heavy-tailed data”, TSE Working Paper, n. 22-1324, March 2022, revised August 29, 2023.
Abdelaati Daouia, and Davy Paindaveine, “Multivariate Expectiles, Expectile Depth and Multiple-Output Expectile Regression”, TSE Working Paper, n. 19-1022, July 2019, revised February 2023.
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