Generalized Pareto copulas: A key to multivariate extremes.

Michael Falk Simone A. Padoan Florian Wisheckel

Published in: J. Multivar. Anal. (2019)

Keyphrases

multi objective
dependence structure
multi objective optimization
multiresolution
differential evolution
data sets
machine learning
genetic algorithm
hidden markov models
wavelet coefficients
multiple objectives