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"Rootzén, Holger"
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Kiriliouk, Anna
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Wadsworth, Jennifer
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Wadsworth, Jennifer L.
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WorkingPaper
Multivariate generalized Pareto distributions: parametrizations, representations, and properties
Rootzén, Holger
Segers, Johan
[UCL]
Wadsworth, Jennifer
(2017)
Journal article
Peaks over thresholds modelling with multivariate generalized Pareto distributions
Kiriliouk, Anna
[UCL]
Rootzén, Holger
Segers, Johan
[UCL]
Wadsworth, Jennifer L.
(2019)
Technometrics — Vol. 61, no. 1, p. 123-135 (2019)
WorkingPaper
Peaks over thresholds modelling with multivariate generalized Pareto distributions
Kiriliouk, Anna
[UCL]
Rootzén, Holger
Segers, Johan
[UCL]
Wadsworth, Jennifer
(2016)
WorkingPaper
Multivariate peaks over thresholds models
Rootzén, Holger
Segers, Johan
[UCL]
Wadsworth, Jenny
(2016)