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"Generalized Pareto copulas: A key to multivariate extremes."

Michael Falk, Simone A. Padoan, Florian Wisheckel (2019)

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DOI: 10.1016/J.JMVA.2019.104538

access: closed

type: Journal Article

metadata version: 2020-02-22

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Michael Falk, Simone A. Padoan, Florian Wisheckel:
Generalized Pareto copulas: A key to multivariate extremes. J. Multivar. Anal. 174 (2019)

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