"Multivariate generalized Pareto distributions: Parametrizations, ..."

Holger Rootzén, Johan Segers, Jennifer L. Wadsworth (2018)

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DOI: 10.1016/J.JMVA.2017.12.003

access: closed

type: Journal Article

metadata version: 2020-02-22

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Holger Rootzén, Johan Segers, Jennifer L. Wadsworth:
Multivariate generalized Pareto distributions: Parametrizations, representations, and properties. J. Multivar. Anal. 165: 117-131 (2018)

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