BibTeX
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Joint modeling of low and high extremes using a multivariate extended generalized Pareto distribution
N Alotaibi, M Sainsbury-Dale, P Naveau… - arXiv preprint arXiv …, 2025 - arxiv.org
… , with key parameters separately controlling dependence in each joint tail; and (3) the model allows for fast simulation and is thus amenable to simulation-based inference. …
Link to paper
… , with key parameters separately controlling dependence in each joint tail; and (3) the model allows for fast simulation and is thus amenable to simulation-based inference. …