Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions
- Anna Kiriliouk*
- , Holger Rootzén
- , Johan Segers
- , Jennifer L. Wadsworth
*Corresponding author for this work
- Chalmers University of Technology
- Université catholique de Louvain
- Lancaster University
Research output: Contribution to journal › Article › Academic › peer-review
53
Citations
(Scopus)