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Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions.

Anna KirilioukHolger RootzénJohan SegersJennifer L. Wadsworth
Published in: Technometrics (2019)
Keyphrases
  • multivariate normal
  • multi objective
  • modeling method
  • finite mixtures
  • evolutionary algorithm
  • probability distribution
  • markov chain
  • mixture model
  • random variables
  • multivariate data
  • minimum message length