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Article

Daouia, Abdelaati and Girard, Stéphane and Stupfler, Gilles (2019) Extreme M-quantiles as risk measures: from L1 to Lp optimization. Bernoulli, 25 (1). pp. 264-309. ISSN 1573-9759

Stupfler, Gilles and Daouia, Abdelaati and Gijbels, Irène (2019) Extremiles: a new perspective on asymmetric least squares. Journal of the American Statistical Association, 114 (527). pp. 1366-1381. ISSN 1537-274X

Daouia, Abdelaati and Girard, Stéphane and Stupfler, Gilles (2017) Estimation of tail risk based on extreme expectiles. Journal of the Royal Statistical Society: Series B, 80 (2). pp. 263-292. ISSN 1467-9868

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