Estimation of the angular density in bivariate generalized Pareto models
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Cites work
- scientific article; zbMATH DE number 3862231 (Why is no real title available?)
- scientific article; zbMATH DE number 3604189 (Why is no real title available?)
- scientific article; zbMATH DE number 1862071 (Why is no real title available?)
- scientific article; zbMATH DE number 2118489 (Why is no real title available?)
- scientific article; zbMATH DE number 5204924 (Why is no real title available?)
- A course on point processes
- An introduction to statistical modeling of extreme values
- Dependence measures for extreme value analyses
- Extreme value theory. An introduction.
- Multivariate generalized Pareto distributions
- Nonparametric estimation of the spectral measure of an extreme value distribution.
- On Pickands coordinates in arbitrary dimensions
- Simulation of certain multivariate generalized Pareto distributions
- Some notes on multivariate generalized Pareto distributions
- Statistical Methods for Multivariate Extremes: An Application to Structural Design
- Testing for tail independence in extreme value models
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