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"On extreme quantile region estimation under heavy-tailed elliptical ..."
Jaakko Pere, Pauliina Ilmonen, Lauri Viitasaari (2024)
- Jaakko Pere, Pauliina Ilmonen, Lauri Viitasaari:
On extreme quantile region estimation under heavy-tailed elliptical distributions. J. Multivar. Anal. 202: 105314 (2024)
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