Pages that link to "Item:Q928864"
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The following pages link to Some notes on multivariate generalized Pareto distributions (Q928864):
Displaying 12 items.
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
- The multivariate piecing-together approach revisited (Q443790) (← links)
- Some properties of the homogeneous multivariate Pareto (IV) distribution (Q1340278) (← links)
- Some properties and characterizations for generalized multivariate Pareto distributions (Q1421856) (← links)
- Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- A study of bivariate generalized Pareto distribution and its dependence structure among model parameters (Q2061759) (← links)
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
- Peaks-over-threshold stability of multivariate generalized Pareto distributions (Q2482625) (← links)
- Some Related Minima Stability and Minima Infinite Divisibility of the General Multivariate Pareto Distributions (Q3622066) (← links)
- Estimation of the angular density in bivariate generalized Pareto models (Q5400787) (← links)