Results for tail dependence

Publications & Outputs

1. Peaks over thresholds modelling with multivariate generalized Pareto distributions

   Kiriliouk, A., Rootzén, H., Segers, J. & Wadsworth, J. L., 2/01/2019, In: Technometrics. 61, 1, p. 123-135 13 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review