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Multivariate generalized Pareto distributions: Parametrizations, representations, and properties

Bibliographic reference Rootzén, Holger ; Segers, Johan ; Wadsworth, Jennifer L.. Multivariate generalized Pareto distributions: Parametrizations, representations, and properties. In: Journal of Multivariate Analysis, Vol. 165, p. 117-131 (2018)
Permanent URL http://hdl.handle.net/2078.1/195214