Abdelaati Daouia
Finance · 2005–2019
A researcher in the Science corpus: 10 papers; trusts 35 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Subfields
- Finance — 69 citations into it; #4,960 of 10,518 by trust here, #5,938 by citations
- Economics and Econometrics — 57 citations into it; #5,244 of 23,481 by trust here, #7,262 by citations
- Management Science and Operations Research — 55 citations into it; #2,160 of 11,946 by trust here, #2,402 by citations
- Statistics and Probability — 39 citations into it; #3,328 of 12,932 by trust here, #3,801 by citations
- Global and Planetary Change — 15 citations into it; #5,135 of 10,225 by trust here, #8,506 by citations
- Statistical Learning Theory — 10 citations into it
- Demography — 9 citations into it; #3,486 of 4,236 by trust here, #3,835 by citations
- Artificial Intelligence — 5 citations into it
Whom Abdelaati Daouia trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Léopold Simar
- Laurens de Haan
- Cinzia Daraio
- Robert Serfling
- Jean-Pierre Florens
- Jan Beirlant
- Y. Aragon
- Byeong U. Park
- Nicole A. Lazar
- Laurent Gardes
Who trusts Abdelaati Daouia overall
- Léopold Simar
- Paul Wilson
- Laurent Gardes
- Stéphane Girard
- Irène Gijbels
- Anne Vanhems
- Omneya H. Abdelsalam
- H. Wang
- Yuri Goegebeur
- Gilles Stupfler
Papers from Abdelaati Daouia's perspective
Ordered by how strongly the researchers Abdelaati Daouia trusts endorse each paper. Same corpus, a different order for every researcher.
- Extreme value theory : an introduction
- A new class of semi-parametric estimators of the second order parameter.
- Nonparametric Analysis of Temporal Trend When Fitting Parametric Models to ExtremeValue Data
- Detecting Outliers in Frontier Models: A Simple Approach
- Advanced Robust and Nonparametric Methods in Efficiency Analysis: Methodology and Applications
- Local likelihood smoothing of sample extremes
- Introducing Environmental Variables in Nonparametric Frontier Models: a Probabilistic Approach
- Parametric approximations of nonparametric frontiers
- An Introduction to Statistical Modeling of Extreme Values
- Quantile functions for multivariate analysis: approaches and applications
Their papers
- Nonparametric efficiency analysis: a multivariate conditional quantile approach (2007) — 303 citations
- NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH (2005) — 313 citations
- Robust nonparametric estimators of monotone boundaries (2005) — 54 citations
- Frontier estimation and extreme values theory (2010) — 56 citations
- Kernel estimators of extreme level curves (2011) — 136 citations
- Estimation of tail risk based on extreme expectiles (2016) — 159 citations
- Extreme M-quantiles as risk measures: From $L^{1}$ to $L^{p}$ optimization (2019) — 56 citations
- On kernel smoothing for extremal quantile regression (2012) — 149 citations
- Extremiles: A New Perspective on Asymmetric Least Squares (2018) — 56 citations
- Robustness and inference in nonparametric partial frontier modeling (2011) — 80 citations