Items where Author is "Rootzen, Holger"

Rootzen, Holger and Segers, Johan and Wadsworth, Jennifer Lynne (2018) Multivariate generalized Pareto distributions: Parametrizations, representations, and properties. Journal of Multivariate Analysis, 165. pp. 117-131. ISSN 0047-259X

Rootzen, Holger and Segers, Johan and Wadsworth, Jennifer Lynne (2018) Multivariate peaks over thresholds models. Extremes, 21 (1). pp. 115-145. ISSN 1386-1999