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Gong, Jinguo, Li, Yadong, Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2015) Estimation of extreme quantiles for functions of dependent random variables. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 77 (5). pp. 1001-1024. ISSN 1369-7412