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The Marcinkiewicz Laws for Weighted Sums of Heavy-Tailed Random Variables and Applications to the Value-at-Risk Estimators and Semiparametric Regression Models

Crossref DOI link: https://doi.org/10.1007/s11009-025-10204-3

Published Online: 2025-09-17

Published Print: 2025-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

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