Semi-parametric modeling of excesses above high multivariate thresholds with censored data
Author:
- 1 April 2015
- journal article
- research article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 136, 126-146
Abstract
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Funding Information
- EU-FP7 ACQWA Project
- PEPER-GIS project
- ANR-MOPERA project, by the ANR-McSim project
- MIRACCLE-GICC project
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