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The extended Davenport peak factor as an extreme-value estimation method for linear combinations of correlated non-Gaussian random variables

Structurae cannot make the full text of this publication available at this time. The full text can be accessed through the publisher via the DOI: 10.1016/j.jweia.2016.07.014.
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  • Reference-ID
    10356447
  • Published on:
    13/08/2019
  • Last updated on:
    13/08/2019
 
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