Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736)
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scientific article
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| English | Multivariate generalized Pareto distributions: parametrizations, representations, and properties |
scientific article |
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Multivariate generalized Pareto distributions: parametrizations, representations, and properties (English)
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12 April 2018
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exceedances
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maxima
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stable tail dependence function
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tail copula
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linear combination
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0.9685825
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0.9652866
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0.95463854
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0.94411683
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0.9270072
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0.92107236
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