Michael Falk, Simone A. Padoan, Florian Wisheckel. Generalized Pareto copulas: A key to multivariate extremes. J. Multivariate Analysis, 174, 2019. [doi]
@article{FalkPW19,
title = {Generalized Pareto copulas: A key to multivariate extremes},
author = {Michael Falk and Simone A. Padoan and Florian Wisheckel},
year = {2019},
doi = {10.1016/j.jmva.2019.104538},
url = {https://doi.org/10.1016/j.jmva.2019.104538},
researchr = {https://researchr.org/publication/FalkPW19},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {174},
}