On tail index estimation based on multivariate data
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Publication:2811273
DOI10.1080/10485252.2015.1124105zbMath1338.62150arXiv1402.0357OpenAlexW1738595936MaRDI QIDQ2811273
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Publication date: 10 June 2016
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.0357
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