Conditional independence among max-stable laws

DOI10.1016/j.spl.2015.08.008zbMath1329.60158arXiv1506.03927OpenAlexW1810787054MaRDI QIDQ893441

Kirstin Strokorb, Ioannis Papastathopoulos

Publication date: 19 November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.03927

zbMATH Keywords

Möbius inversionconditional independenceexponent measureMarkov structuremax-stable random vector

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (5)

Conditional independence and conditioned limit laws ⋮ Total positivity in multivariate extremes ⋮ Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions ⋮ Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables ⋮ A Spatial Markov Model for Climate Extremes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Regular conditional distributions of continuous max-infinitely divisible random fields
• Stationary max-stable processes with the Markov property
• Conditional sampling for max-stable processes with a mixed moving maxima representation
• Spatial modeling of extreme snow depth
• The pairwise beta distribution: A flexible parametric multivariate model for extremes
• Stationary max-stable fields associated to negative definite functions
• Inequalities for the extremal coefficients of multivariate extreme value distributions
• Maxima of normal random vectors: Between independence and complete dependence
• Dependence properties of multivariate max-stable distributions
• On spatial extremes: with application to a rainfall problem
• On the distribution of a max-stable process conditional on max-linear functionals
• Principles of combinatorics
• Convergence to bivariate limiting extreme value distributions
• On the likelihood function of Gaussian max-stable processes
• Conditional sampling for spectrally discrete max-stable random fields
• A construction principle for multivariate extreme value distributions
• Modelling multivariate extreme value distributions
• Modelling pairwise dependence of maxima in space
• Gaussian Markov Random Fields
• Statistics of Extremes
• Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events

This page was built for publication: Conditional independence among max-stable laws