Multivariate generalized Pareto distributions (Q882888)
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scientific article; zbMATH DE number 5156987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate generalized Pareto distributions |
scientific article; zbMATH DE number 5156987 |
Statements
Multivariate generalized Pareto distributions (English)
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24 May 2007
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multivariate extreme value theory
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multivariate Pareto distribution
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non-homogeneous Poisson process
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peaks-over-threshold method
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