David A. Clifton, Samuel Hugueny, Lionel Tarassenko. Pinning the tail on the distribution: A multivariate extension to the generalised Pareto distribution. In 2011 IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2011, Beijing, China, September 18-21, 2011. pages 1-6, IEEE, 2011. [doi]
Abstract is missing.