Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions

Anna Kiriliouk, Holger Rootzén, Johan Segers, Jennifer L. Wadsworth. Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions. Technometrics, 61(1):123-135, 2019. [doi]

Abstract

Abstract is missing.