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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...”
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2
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...”