1
by Falk, Michael, Hüsler, Jürg, Reiss, Rolf-Dieter
Published 2011
Springer Basel
Table of Contents: ... of Multivariate Maxima -- 5 Multivariate Generalized Pareto Distributions -- 6 The Pickands Approach...

2
by Falk, Michael
Published 2019
Springer International Publishing
..., this book introduces links with the theory through multivariate generalized Pareto distributions and max...

3
by Falk, Michael, Hüsler, Jürg, Reiss, Rolf-Dieter
Published 2004
Birkhäuser
... was the introduction of generalized Pareto distributions in the univariate extreme value theory. Such a statistical...