\documentclass{article}
\usepackage{bibliographie_dans_la_marge,widemargin}
\usepackage{afterbegindocument}
\AfterBeginDocument{%
  \nocite{*}%
  \bibliographystyle{bibliographie_dans_la_marge}%
  \bibliography{xampl}%
}

\def\a{Bla bla bla bla bla bla bla bla bla bla bla bla bla. }
\def\b{\a\a\a\a\a\a\a\a\a\a}

\begin{document}

\b
Bla\cite{whole-set} bla.
\b
Bla\cite{inbook-full} bla.
Bla\cite{inbook-full} bla.
\b\b\b\b\b

\end{document}

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