"Peaks Over Thresholds Modeling With Multivariate Generalized Pareto ..."

Anna Kiriliouk et al. (2019)

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DOI: 10.1080/00401706.2018.1462738

access: closed

type: Journal Article

metadata version: 2020-10-26

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Anna Kiriliouk, Holger Rootzén, Johan Segers, Jennifer L. Wadsworth:
Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions. Technometrics 61(1): 123-135 (2019)

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