"Semi-parametric modeling of excesses above high multivariate thresholds ..."

Anne Sabourin (2015)

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DOI: 10.1016/J.JMVA.2015.01.014

access: open

type: Journal Article

metadata version: 2021-02-17

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Anne Sabourin:
Semi-parametric modeling of excesses above high multivariate thresholds with censored data. J. Multivar. Anal. 136: 126-146 (2015)

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