The multivariate generalized Pareto distribution.
Journal article, 2006

Author

Holger Rootzen

Chalmers, Mathematical Sciences, Mathematical Statistics

University of Gothenburg

Other publications Research

Nader Tajvidi

Bernoulli

1350-7265 (ISSN)

Vol. 5 5 917-930

Subject Categories

Other Mathematics

More information

Created

10/6/2017

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