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Improved estimation of the extreme value index using related variables
Ahmed, Hanan
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Einmahl, John H. J.
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2018
Persistent link: https://www.econbiz.de/10011879741
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Testing the multivariate regular variation model
Einmahl, John H. J.
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Yang, Fan
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Chen Zhou
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2018
Persistent link: https://www.econbiz.de/10011920524
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