Simulation of multivariate extremes: A Wasserstein–Aitchison GAN approach

Extremes 2026 Open access

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Authors: Stéphane Lhaut, Holger Rootzén, Johan Segers

DOI: 10.1007/s10687-026-00530-1

Cited by: 0

References: 34

Fields of Study & Subjects

Probability and Risk Models Financial Risk and Volatility Modeling Statistical Distribution Estimation and Applications

References 34