Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
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- Dominicy, Yves & Heikkilä, Matias & Ilmonen, Pauliina & Veredas, David, 2020. "Flexible multivariate Hill estimators," Journal of Econometrics, Elsevier, vol. 217(2), pages 398-410.
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