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Multivariate peaks-over-threshold with latent variable representations of generalized Pareto vectors.

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Bibliographic Details
Title: Multivariate peaks-over-threshold with latent variable representations of generalized Pareto vectors.
Authors: Bacro, Jean-Noël1 (AUTHOR) jean-noel.bacro@umontpellier.fr, Gaetan, Carlo2 (AUTHOR) gaetan@unive.it, Opitz, Thomas3 (AUTHOR) thomas.opitz@inrae.fr, Toulemonde, Gwladys1,4 (AUTHOR) gwladys.toulemonde@umontpellier.fr
Source: Extremes. Jun2025, Vol. 28 Issue 2, p273-300. 28p.
Database: Business Source Ultimate
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ISSN:13861999
DOI:10.1007/s10687-024-00503-2