9
H index
9
i10 index
592
Citations
Toulouse School of Economics (TSE) | 9 H index 9 i10 index 592 Citations RESEARCH PRODUCTION: 14 Articles 23 Papers RESEARCH ACTIVITY: 18 years (2005 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pda718 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Abdelaati Daouia. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 3 |
Journal of the Royal Statistical Society Series B | 2 |
Year | Title of citing document |
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2024 | Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification. (2024). Zhao, Yimiao ; Liu, Yang ; Geng, Bingzhen. In: Papers. RePEc:arx:papers:2404.18029. Full description at Econpapers || Download paper |
2023 | Variable Screening and Model Averaging for Expectile Regressions. (2023). Wang, Siwei ; Tu, Yundong. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:574-598. Full description at Econpapers || Download paper |
2023 | Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lpâ€optimization. (2020). STUPFLER, Gilles ; Girard, Stephane ; Gardes, Laurent. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:47:y:2020:i:3:p:922-949. Full description at Econpapers || Download paper |
2023 | orderalpha: Nonparametric order-α efficiency analysis for Stata. (2011). Tauchmann, Harald. In: German Stata Users' Group Meetings 2011. RePEc:boc:dsug11:05. Full description at Econpapers || Download paper |
2024 | Bayesian boundary trend filtering. (2024). Hashimoto, Shintaro ; Iwashige, Fumiya ; Onizuka, Takahiro. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:191:y:2024:i:c:s0167947323002001. Full description at Econpapers || Download paper |
2024 | Retire: Robust expectile regression in high dimensions. (2024). Zhou, Wen-Xin ; Wang, Zian ; Tan, Kean Ming ; Man, Rebeka. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623001537. Full description at Econpapers || Download paper |
2023 | A Weissman-type estimator of the conditional marginal expected shortfall. (2023). Qin, Jing ; le Ho, Nguyen Khanh ; Guillou, Armelle ; Goegebeur, Yuri. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:173-196. Full description at Econpapers || Download paper |
2023 | Blockholdings in closely held corporations: An analysis of ownership coalitions in emerging countries. (2023). Pranikar, Janez ; Koman, Matja ; Habu, Ada Gutin ; Bole, Velimir. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362523000018. Full description at Econpapers || Download paper |
2023 | The assessment of performance trends and convergence in education and training systems of European countries. (2023). Jakaitiene, Audrone ; Barbosa, Flavia ; Stumbriene, Dovile ; Camanho, Ana S. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:1:p:356-372. Full description at Econpapers || Download paper |
2023 | Meta-frontier and technology switchers: A nonparametric approach. (2023). Walheer, Barnabe. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:1:p:463-474. Full description at Econpapers || Download paper |
2023 | State subsidized reinsurance programs: Impacts on efficiency, premiums, and expenses of the U.S. health insurance markets. (2023). Yang, Charles C ; Wei, Pengyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:941-954. Full description at Econpapers || Download paper |
2023 | Generalized quantile and expectile properties for shape constrained nonparametric estimation. (2023). Dai, Sheng ; Zhou, Xun ; Kuosmanen, Timo. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:2:p:914-927. Full description at Econpapers || Download paper |
2023 | A generalized robust data envelopment analysis model based on directional distance function. (2023). Ghiyasi, Mojtaba ; Sahoo, Biresh K ; Arabmaldar, Aliasghar. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:2:p:617-632. Full description at Econpapers || Download paper |
2024 | Estimating production functions through additive models based on regression splines. (2024). Esteve, Miriam ; Barber, Xavier ; Aparicio, Juan ; Espaa, Victor J. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:684-699. Full description at Econpapers || Download paper |
2024 | Productive efficiency analysis with unobserved inputs: An application to endogenous automation in railway traffic management. (2024). De Rock, Bram ; Cherchye, Laurens ; Roets, Bart ; Verschelde, Marijn ; Saelens, Dieter. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:2:p:678-690. Full description at Econpapers || Download paper |
2024 | Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Suprijanto, Djoko ; Hakim, Arief ; Syuhada, Khreshna. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594. Full description at Econpapers || Download paper |
2024 | Can operational efficiency in the Portuguese electricity sector be improved? Yes, but.... (2024). Roseta-Palma, Catarina ; Hou, Zheng. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001666. Full description at Econpapers || Download paper |
2023 | Efficiency of universities and research-focused institutions worldwide: The introduction of a new input indicator reflecting institutional staff numbers. (2023). Wohlrabe, Klaus ; Gralka, Sabine ; de Moya, Felix ; Bornmann, Lutz. In: Journal of Informetrics. RePEc:eee:infome:v:17:y:2023:i:2:s1751157723000251. Full description at Econpapers || Download paper |
2023 | Technological resources, ICT use and schools efficiency in Latin America – Insights from OECD PISA 2018. (2023). Delprato, Marcos ; Antequera, German ; Agasisti, Tommaso. In: International Journal of Educational Development. RePEc:eee:injoed:v:99:y:2023:i:c:s0738059323000342. Full description at Econpapers || Download paper |
2023 | A copula-based time series model for global horizontal irradiation. (2023). Reuber, Matthias ; Muller, Alfred. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:869-883. Full description at Econpapers || Download paper |
2023 | Nonparametric estimation of conditional marginal excess moments. (2023). Qin, Jing ; le Ho, Nguyen Khanh ; Guillou, Armelle ; Goegebeur, Yuri. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:193:y:2023:i:c:s0047259x22001129. Full description at Econpapers || Download paper |
2023 | Extreme partial least-squares. (2023). Enjolras, Geoffroy ; Girard, Stephane ; Bousebata, Meryem. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:194:y:2023:i:c:s0047259x22000926. Full description at Econpapers || Download paper |
2023 | A regulatory robust conditional approach to measuring the efficiency of wholesale water supply and wastewater treatment services. (2023). Camanho, Ana S ; Dinverno, Giovanna ; Vilarinho, Hermilio ; Pereira, Miguel Alves. In: Utilities Policy. RePEc:eee:juipol:v:83:y:2023:i:c:s0957178723001066. Full description at Econpapers || Download paper |
2023 | An unsupervised learning-based generalization of Data Envelopment Analysis. (2023). Esteve, Miriam ; Aparicio, Juan ; Moragues, Raul. In: Operations Research Perspectives. RePEc:eee:oprepe:v:11:y:2023:i:c:s2214716023000192. Full description at Econpapers || Download paper |
2024 | Assessing the performance of Peruvian education system from a governance perspective. (2024). Mergoni, Anna ; de la Cruz, Marco. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s0038012124000909. Full description at Econpapers || Download paper |
2023 | Local linear estimate of the functional expectile regression. (2023). Mechab, Boubaker ; Laksaci, Ali ; Litimein, Ouahiba ; Bouzebda, Salim. In: Statistics & Probability Letters. RePEc:eee:stapro:v:192:y:2023:i:c:s016771522200195x. Full description at Econpapers || Download paper |
2023 | Explanatory variables driving the technical efficiency of European seaports: An order-α approach dealing with imperfect knowledge. (2018). Ferreira, Diogo Cunha ; Pedro, Maria Isabel ; Marques, Rui Cunha. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:119:y:2018:i:c:p:41-62. Full description at Econpapers || Download paper |
2023 | Subsampling inference for nonparametric extremal conditional quantiles. (2023). Otsu, Taisuke ; Kurisu, Daisuke. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120365. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Another Wind of Change? Evidence about Political Outsiders in the French Parliament. (2023). EL RAFHI, Bilal ; Volle, Alexandre ; Cazals, Antoine. In: Post-Print. RePEc:hal:journl:hal-04095614. Full description at Econpapers || Download paper |
2024 | An expectile computation cookbook. (2024). Stupfler, Gilles ; Daouia, Abdelaati ; Usseglio-Carleve, Antoine. In: Post-Print. RePEc:hal:journl:hal-04524319. Full description at Econpapers || Download paper |
2023 | Inference for extremal regression with dependent heavy-tailed data. (2023). Usseglio-Carleve, Antoine ; Stupfler, Gilles Claude ; Daouia, Abdelaati. In: Post-Print. RePEc:hal:journl:hal-04554050. Full description at Econpapers || Download paper |
2023 | Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets. (2023). Maurer, Frantz ; Tzagkarakis, George. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10300-3. Full description at Econpapers || Download paper |
2023 | Environmental information disclosure and firm production: evidence from the estimated efficiency of publicly listed firms in China. (2023). Zhang, Lin ; Lu, Yunguo. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:59:y:2023:i:1:d:10.1007_s11123-022-00655-y. Full description at Econpapers || Download paper |
2023 | Spatial dependence in production frontier models. (2023). Ayouba, Kassoum. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:1:d:10.1007_s11123-023-00670-7. Full description at Econpapers || Download paper |
2023 | Fiscal rules and their influence on public sector efficiency. (2023). Pedraja-Chaparro, Francisco ; Cordero, Jose M ; Lopez-Herrera, Carmen ; Polo, Cristina. In: MPRA Paper. RePEc:pra:mprapa:119018. Full description at Econpapers || Download paper |
2023 | Robust estimation of the conditional stable tail dependence function. (2023). Qin, Jing ; Guillou, Armelle ; Goegebeur, Yuri. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:2:d:10.1007_s10463-022-00839-1. Full description at Econpapers || Download paper |
2023 | Investigating the performance of Chinese banks over 2007–2014. (2023). Zhao, Shirong ; Wilson, Paul W. In: Annals of Operations Research. RePEc:spr:annopr:v:321:y:2023:i:1:d:10.1007_s10479-022-04925-8. Full description at Econpapers || Download paper |
2023 | Investigating the unobserved heterogeneity effect on outreach to women: lessons from microfinance institutions. (2023). Simar, L ; Vanhems, A ; Tchuigoua, Tchakoute H ; Fall, F S. In: Annals of Operations Research. RePEc:spr:annopr:v:328:y:2023:i:2:d:10.1007_s10479-023-05353-y. Full description at Econpapers || Download paper |
2023 | Proportional incremental cost probability functions and their frontiers. (2023). Simar, Leopold ; Florens, Jean-Pierre ; Feve, Frederique. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02386-x. Full description at Econpapers || Download paper |
2023 | Measuring technical efficiency for multi-input multi-output production processes through OneClass Support Vector Machines: a finite-sample study. (2023). Esteve, Miriam ; Aparicio, Juan ; Moragues, Raul. In: Operational Research. RePEc:spr:operea:v:23:y:2023:i:3:d:10.1007_s12351-023-00788-4. Full description at Econpapers || Download paper |
2023 | From Halfspace M-Depth to Multiple-output Expectile Regression. (2019). Paindaveine, Davy ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:123159. Full description at Econpapers || Download paper |
2023 | Inference for extremal regression with dependent heavy-tailed data. (2022). Usseglio-Carleve, Antoine ; Stupfler, Gilles ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:126785. Full description at Econpapers || Download paper |
2024 | Extreme expectile estimation for short-tailed data, with an application to market risk assessment. (2023). STUPFLER, Gilles ; Padoan, Simone A ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:127937. Full description at Econpapers || Download paper |
2023 | Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles. (2023). Usseglio-Carleve, Antoine ; Stupfler, Gilles ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:128141. Full description at Econpapers || Download paper |
2023 | An expectile computation cookbook. (2023). Usseglio-Carleve, Antoine ; Stupfler, Gilles ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:128323. Full description at Econpapers || Download paper |
2023 | Testing Granger Non-Causality in Expectiles. (2023). Taamouti, Abderrahim ; Doukali, Mohamed ; Bouezmarni, Taoufik. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2023-02. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2006 | Efficiency Measurement: A Nonparametric Approach In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
2011 | On kernel smoothing for extremal quantile regression In: LIDAM Discussion Papers ISBA. [Full Text][Citation analysis] | paper | 34 |
2013 | On kernel smoothing for extremal quantile regression.(2013) In: LIDAM Reprints ISBA. [Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2011 | On Projection-Type Estimators of Multivariate Isotonic Functions In: LIDAM Discussion Papers ISBA. [Full Text][Citation analysis] | paper | 4 |
2013 | On Projection-type Estimators of Multivariate Isotonic Functions.(2013) In: LIDAM Reprints ISBA. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2013 | On Projection-type Estimators of Multivariate Isotonic Functions.(2013) In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2012 | A Gamma-moment approach to monotonic boundaries estimation: with applications in econometric and nuclear fields In: LIDAM Discussion Papers ISBA. [Full Text][Citation analysis] | paper | 0 |
2012 | Regularization of nonparametric frontier estimators In: LIDAM Reprints ISBA. [Citation analysis] | paper | 26 |
2012 | Regularization of nonparametric frontier estimators.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2009 | Regularization of Nonparametric Frontier Estimators.(2009) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2009 | Regularization of Nonparametric Frontier Estimators.(2009) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2016 | Data envelope fitting with constrained polynomial splines In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 7 |
2013 | Data envelope fitting with constrained polynomial splines.(2013) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2018 | Estimation of tail risk based on extreme expectiles In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 46 |
2017 | Estimation of Tail Risk based on Extreme Expectiles.(2017) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2005 | NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH In: Econometric Theory. [Full Text][Citation analysis] | article | 158 |
2007 | Nonparametric efficiency analysis: A multivariate conditional quantile approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 176 |
2011 | Robustness and inference in nonparametric partial frontier modeling In: Journal of Econometrics. [Full Text][Citation analysis] | article | 43 |
2020 | Robust frontier estimation from noisy data: A Tikhonov regularization approach In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 5 |
2018 | Robust frontier estimation from noisy data: a Tikhonov regularization approach.(2018) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2005 | Robust nonparametric estimators of monotone boundaries In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 25 |
2021 | One Man, One Vote. Part 2: measurement of malapportionment and disproportionality and the Lorenz curve B: Applications In: Post-Print. [Citation analysis] | paper | 0 |
2021 | Predictions in Spatial Econometric Models: Application to Unemployment Data In: Post-Print. [Citation analysis] | paper | 0 |
2021 | One Man, One Vote. Part 2: Measurement of malapportionment and disproportionality and the Lorenz curve A: Introduction and measurement tools In: Post-Print. [Citation analysis] | paper | 0 |
2009 | Frontier Estimation and Extreme Values Theory In: IDEI Working Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | Frontier Estimation and Extreme Values Theory.(2009) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2017 | npbr: A Package for Nonparametric Boundary Regression in R In: Journal of Statistical Software. [Full Text][Citation analysis] | article | 3 |
2015 | npbr: A Package for Nonparametric Boundary Regression in R.(2015) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2010 | Mass transportation and the consistency of the empirical optimal conditional locations In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
2011 | Kernel estimators of extreme level curves In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 29 |
2017 | Measuring firm performance using nonparametric quantile-type distances In: Econometric Reviews. [Full Text][Citation analysis] | article | 24 |
2013 | Measuring Firm Performance using Nonparametric Quantile-type Distances.(2013) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2023 | Optimal weighted pooling for inference about the tail index and extreme quantiles In: TSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions In: TSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | A gamma-moment approach to monotonic boundaries estimation In: TSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Extreme M-quantiles as risk measures: From L1 to Lp optimization In: TSE Working Papers. [Full Text][Citation analysis] | paper | 5 |
2018 | Robustified expected maximum production frontiers In: TSE Working Papers. [Full Text][Citation analysis] | paper | 1 |
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