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Multivariate generalized Pareto distributions: Parametrizations, representations, and properties.
Holger Rootzén
Johan Segers
Jennifer L. Wadsworth
Published in:
J. Multivar. Anal. (2018)
Keyphrases
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probability distribution
finite mixtures
desirable properties
feature selection
multi objective
random variables
dependence structure
genetic algorithm
bayesian networks
multi objective optimization
multiobjective optimization
probability distribution function