Article ID Journal Published Year Pages File Type
1151299 Statistics & Probability Letters 2016 7 Pages PDF
Abstract

Let XX be a max-stable random vector with positive continuous density. It is proved that the conditional independence of any collection of disjoint subvectors of XX given the remaining components implies their joint independence. We conclude that a broad class of tractable max-stable models cannot exhibit an interesting Markov structure.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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