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Anna Kiriliouk

Erasmus University Rotterdam

3

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Peaks over thresholds modelling with multivariate generalized Pareto distributions

2019 Technometrics
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An estimator of the stable tail dependence function based on the empirical beta copula

2018 Extremes
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An estimator of the stable tail dependence function based on the empirical beta copula

2018 Extremes
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Citations (18)