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]
@inproceedings{CliftonHT11-0,
title = {Pinning the tail on the distribution: A multivariate extension to the generalised Pareto distribution},
author = {David A. Clifton and Samuel Hugueny and Lionel Tarassenko},
year = {2011},
doi = {10.1109/MLSP.2011.6064572},
url = {http://dx.doi.org/10.1109/MLSP.2011.6064572},
researchr = {https://researchr.org/publication/CliftonHT11-0},
cites = {0},
citedby = {0},
pages = {1-6},
booktitle = {2011 IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2011, Beijing, China, September 18-21, 2011},
publisher = {IEEE},
isbn = {978-1-4577-1621-8},
}