Approximation rates for multivariate exceedances (Q1890882)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation rates for multivariate exceedances |
scientific article |
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Approximation rates for multivariate exceedances (English)
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23 May 1995
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\(d\)-variate exceedances
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Poisson approximation
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variational distance
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generalized Pareto distributions
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