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1705.07987
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Multivariate generalized Pareto distributions: parametrizations, representations, and properties
22 May 2017
H. Rootzén
Johan Segers
J. Wadsworth
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Papers citing
"Multivariate generalized Pareto distributions: parametrizations, representations, and properties"
3 / 3 papers shown
Title
Extremal graphical modeling with latent variables via convex optimization
Sebastian Engelke
Armeen Taeb
105
2
0
14 Mar 2024
An M-estimator for tail dependence in arbitrary dimensions
J. Einmahl
A. Krajina
Johan Segers
76
105
0
05 Dec 2011
Regularly varying multivariate time series
Bojan Basrak
Johan Segers
139
220
0
26 Jul 2007
1