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May 2022 Joint inference on extreme expectiles for multivariate heavy-tailed distributions
Simone A. Padoan, Gilles Stupfler
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Bernoulli 28(2): 1021-1048 (May 2022). DOI: 10.3150/21-BEJ1375

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Vol.28 • No. 2 • May 2022
Bernoulli Society for Mathematical Statistics and Probability
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