Rare-event asymptotics for the number of exceedances of multiplicative factor models
type: Item
instance of: scholarly article
title: Rare-event asymptotics for the number of exceedances of multiplicative factor models
zbMATH Open document ID: 1327.60091
author: C. Y. Robert
published in: Extremes
publication date: 2015-09-24T00:00:00Z
Mathematics Subject Classification ID: 60F99
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 6485074
zbMATH Keywords: multiplicative factor models
zbMATH Keywords: rare-event asymptotics
zbMATH Keywords: number of exceedances
zbMATH Keywords: asymptotic conditional distributions
MaRDI profile type: Publication
full work available at URL: s10687-015-0222-4
OpenAlex ID: W950514905
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DOI: 10.1007/S10687-015-0222-4
description: scientific article; zbMATH DE number 6485074