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"Semi-parametric estimation of multivariate extreme expectiles."

Nicholas Beck, Elena Di Bernardino, Mélina Mailhot (2021)

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DOI: 10.1016/j.jmva.2021.104758

access: closed

type: Journal Article

metadata version: 2021-07-29

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Nicholas Beck, Elena Di Bernardino, Mélina Mailhot:
Semi-parametric estimation of multivariate extreme expectiles. J. Multivar. Anal. 184: 104758 (2021)

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