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Multivariate generalized Pareto distributions: parametrizations, representations, and properties

Bibliographic reference Rootzén, Holger ; Segers, Johan ; Wadsworth, Jennifer. Multivariate generalized Pareto distributions: parametrizations, representations, and properties. ISBA Discussion Paper ; 2017/16 (2017) 20 pages
Permanent URL http://hdl.handle.net/2078.1/185484