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Statistics of heteroscedastic extremes
Einmahl, John H. J., (2014)
Estimation of extreme depth-based quantile regions
He, Yi, (2014)
Extreme value statistics in semi-supervised models
Ahmed, Hanan, (2021)
Bootstrap methods and their application
Davison, Anthony C., (1999)
Approximate conditional inference in generalized linear models
Davison, Anthony C., (1988)
Tail risk inference via expectiles in heavy-tailed time series
Davison, Anthony C., (2023)