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Record tests to detect non-stationarity in the tails with a..:

Cebrián, Ana C. ; Castillo-Mateo, Jorge ; Asín, Jesús
Stochastic Environmental Research and Risk Assessment.  36 (2021)  2 - p. 313-330 , 2021
Link: https://doi.org/10.1007/s00477-021-02122-w