Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151299 | Statistics & Probability Letters | 2016 | 7 Pages |
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
Authors
Ioannis Papastathopoulos, Kirstin Strokorb,