Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multivariate generalized Pareto distributions: parametrizations, representations, and properties |
scientific article |
Statements
Multivariate generalized Pareto distributions: parametrizations, representations, and properties (English)
0 references
12 April 2018
0 references
exceedances
0 references
maxima
0 references
stable tail dependence function
0 references
tail copula
0 references
linear combination
0 references
0 references
0 references