Holger Rootzén, Johan Segers, Jennifer L. Wadsworth. Multivariate generalized Pareto distributions: Parametrizations, representations, and properties. J. Multivariate Analysis, 165:117-131, 2018. [doi]
@article{RootzenSW18,
title = {Multivariate generalized Pareto distributions: Parametrizations, representations, and properties},
author = {Holger Rootzén and Johan Segers and Jennifer L. Wadsworth},
year = {2018},
doi = {10.1016/j.jmva.2017.12.003},
url = {https://doi.org/10.1016/j.jmva.2017.12.003},
researchr = {https://researchr.org/publication/RootzenSW18},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {165},
pages = {117-131},
}