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Danielsson, Jon ORCID: 0009-0006-9844-7960, de Haan, L., Peng, L. and de Vries, C. G.
(2001)
Using a bootstrap method to choose the sample fraction in tail index estimation.
Journal of Multivariate Analysis, 76 (2).
pp. 226-248.
ISSN 0047-259X