New extreme value theory for maxima of maxima
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Cites work
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Cited in
(5)- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
- Rates of convergence of powered order statistics from general error distribution
- Higher-order expansions of sample range from general error distribution
- Decoupling systemic risk into endopathic and exopathic competing risks through autoregressive conditional accelerated Fréchet model
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