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math.ST2023★ 1 cited
Decomposable Tail Graphical Models
Adrian Casey, Ioannis Papastathopoulos
We develop an asymptotic theory for extremes in decomposable graphical models by presenting results applicable to a range of extremal dependence types. Specifically, we investigate…
math.ST2019
Extremal clustering in non-stationary random sequences
Graeme Auld, Ioannis Papastathopoulos
It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal cl…
math.ST2012
Dependence Properties of Multivariate Max-Stable Distributions
Ioannis Papastathopoulos, Jonathan A. Tawn
For an m-dimensional multivariate extreme value distribution there exist 2^{m}-1 exponent measures which are linked and completely characterise the dependence of the distribution a…