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Peaks over thresholds modelling with multivariate generalized Pareto distributions

Bibliographic reference Kiriliouk, Anna ; Rootzén, Holger ; Segers, Johan ; Wadsworth, Jennifer. Peaks over thresholds modelling with multivariate generalized Pareto distributions. IBSA Discussion Paper ; 2016/40 (2016) 31 pages
Permanent URL http://hdl.handle.net/2078.1/179269