A study of bivariate generalized Pareto distribution and its dependence structure among model parameters (Q2061759)

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A study of bivariate generalized Pareto distribution and its dependence structure among model parameters
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    A study of bivariate generalized Pareto distribution and its dependence structure among model parameters (English)
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    21 December 2021
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    generalized Pareto distribution
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    ageing property
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    stochastic ordering
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    bivariate copula
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    local dependence function
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