Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler, “Optimal weighted pooling for inference about the tail index and extreme quantiles”, Bernoulli, vol. 30, n. 2, May 2024, pp. 1287–1312.
Abdelaati Daouia, and Gilles Stupfler, “Extremile Regression”, Wiley StatsRef: Statistics Reference Online, n. 24-1546, May 2024, forthcoming.
Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler, “Extreme expectile estimation for short-tailed data”, Journal of Econometrics, vol. 241, n. 2, April 2024.
Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “An expectile computation cookbook”, Statistics and Computing, vol. 34, n. 103, March 2024.
Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “Inference for extremal regression with dependent heavy-tailed data”, Annals of Statistics, vol. 51, n. 5, December 2023, pp. 2040–2066.