Some notes on multivariate generalized Pareto distributions (Q928864)
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scientific article; zbMATH DE number 5287857
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| English | Some notes on multivariate generalized Pareto distributions |
scientific article; zbMATH DE number 5287857 |
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Some notes on multivariate generalized Pareto distributions (English)
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11 June 2008
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extreme value distribution
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angular measure
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peaks over threshold
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logistic GPD
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0.824306309223175
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0.817385196685791
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0.8131440281867981
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0.8074746131896973
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