Some notes on multivariate generalized Pareto distributions (Q928864)
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scientific article; zbMATH DE number 5287857
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some notes on multivariate generalized Pareto distributions |
scientific article; zbMATH DE number 5287857 |
Statements
Some notes on multivariate generalized Pareto distributions (English)
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11 June 2008
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extreme value distribution
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angular measure
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peaks over threshold
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logistic GPD
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