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"Pinning the tail on the distribution: A multivariate extension to the ..."
David A. Clifton, Samuel Hugueny, Lionel Tarassenko (2011)
- David A. Clifton, Samuel Hugueny, Lionel Tarassenko:

Pinning the tail on the distribution: A multivariate extension to the generalised Pareto distribution. MLSP 2011: 1-6

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