Multivariate peaks-over-threshold with latent variable representations of generalized Pareto vectors (Q6971293)
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scientific article; zbMATH DE number 8053043
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| English | Multivariate peaks-over-threshold with latent variable representations of generalized Pareto vectors |
scientific article; zbMATH DE number 8053043 |
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Multivariate peaks-over-threshold with latent variable representations of generalized Pareto vectors (English)
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16 June 2025
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latent variable
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multivariate censoring
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multivariate extreme-value theory
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multivariate generalized Pareto distribution
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pairwise likelihood
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threshold exceedance
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