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Thresholding events of extreme in simultaneous monitoring of multiple risks
Einmahl, John H. J., (2009)
Extreme value theory approach to simultaneous monitoring and tresholding of multiple risk indicators
Einmahl, John H. J., (2006)
Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
Einmahl, John H. J., (2015)