Rare-event asymptotics for the number of exceedances of multiplicative factor models (Q497492)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rare-event asymptotics for the number of exceedances of multiplicative factor models |
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Rare-event asymptotics for the number of exceedances of multiplicative factor models (English)
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24 September 2015
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multiplicative factor models
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rare-event asymptotics
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number of exceedances
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asymptotic conditional distributions
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