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Daouia, Abdelaati, Padoan, Simone A. and Stupfler, Gilles Claude (2023) Optimal weighted pooling for inference about the tail index and extreme quantiles. Bernoulli. (In Press)
Daouia, Abdelaati, Padoan, Simone A. and Stupfler, Gilles Claude (2023) Optimal weighted pooling for inference about the tail index and extreme quantiles. Bernoulli. (In Press)