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Conditional Dependence of Trivariate Generalized Pareto Distributions

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Barro, D.,, 2009. Conditional dependence of trivariate generalized pareto distributions.. Asian J. Math. Stat., 2: 20-32.

DOI: 10.3923/ajms.2009.20.32

URL: http://scialert.net/abstract/?doi=ajms.2009.20.32

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