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Displaying 5 results.
    • 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)
    • Journal article
    Multivariate generalized Pareto distributions: Parametrizations, representations, and properties
    Rootzén, Holger Segers, Johan[UCL] Wadsworth, Jennifer L. (2018) Journal of Multivariate Analysis — Vol. 165, p. 117-131 (2018)
    • Journal article
    Multivariate peaks over thresholds models
    Rootzén, Holger Segers, Johan[UCL] Wadsworth, Jennifer (2018) Extremes : statistical theory and applications in science, engineering and economics — Vol. 21, no. 1, p. 115-145 (2018)
    • WorkingPaper
    Peaks over thresholds modelling with multivariate generalized Pareto distributions
    Kiriliouk, Anna[UCL] Rootzén, Holger Segers, Johan[UCL] Wadsworth, Jennifer (2016)