Some notes on multivariate generalized Pareto distributions
نویسندگان
چکیده
منابع مشابه
Some notes on distributions
Formally, distributions are usually defined as continuous linear functions on a certain topological vector space of “test functions”. However, it is not surprising that useful mathematical objects such as distributions also have a natural, concrete description. We shall start from this viewpoint, and later explain the abstraction to topological vector spaces, and explain why the latter is impor...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2008
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2007.08.007