A multivariate extended generalized Pareto model combines separate mechanisms for low-tail and high-tail dependence with a smooth bulk transition, allowing threshold-free joint modeling of rainfall intensities.
ArXiv preprint arXiv:2412.07957
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Joint modeling of low and high extremes using a multivariate extended generalized Pareto distribution
A multivariate extended generalized Pareto model combines separate mechanisms for low-tail and high-tail dependence with a smooth bulk transition, allowing threshold-free joint modeling of rainfall intensities.