Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736)

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Multivariate generalized Pareto distributions: parametrizations, representations, and properties
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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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