@article{principalcomponentanalysisformultivariat,
  title = {Principal Component Analysis for Multivariate Extremes},
  author = {Holger Drees and Anne Sabourin},
  year = {2019},
  eprint = {1906.11043},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1906.11043v1},
}