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Box-Cox Transformation on the Estimation of Extreme Value Index (EVI) and High Quantiles for Heavy-Tailed Distributions under Dependence Serials

Crossref DOI link: https://doi.org/10.3103/S1066530724600076

Published Online: 2025-06-05

Published Print: 2025-03

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

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