Woolly Rhino Sightings?

I've heard a lot of speculation on the possibility of surviving mammoths and even elasmotherium (unicorn), though it may or may not seem likely that either of those still exist, I'm not here to debate that, I did want to know on the likelihood of a possibly surviving woolly rhinoceros somewhere in Siberia. Have there been any accounts in cryptozoology or ancient lore that points to such a possibilty, and if so could you provide me with a source?