Peaks over thresholds modelling with multivariate generalized Pareto distributions
Kiriliouk, Anna, Rootzén, Holger, Segers, Johan, Wadsworth, Jennifer L.Langue:
english
Journal:
Technometrics
DOI:
10.1080/00401706.2018.1462738
Date:
April, 2018
Fichier:
PDF, 1.67 MB
english, 2018