27 citations · 64 across the 13 of their papers we have counts for
9 papers · 1 filter
Stochastic ordering in multivariate extremes
Michela Corradini, Kirstin Strokorb
The article considers the multivariate stochastic orders of upper orthants, lower orthants and positive quadrant dependence (PQD) among simple max-stable distributions and their ex…
Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes
Marco Oesting, Kirstin Strokorb
Brown-Resnick processes are max-stable processes that are associated to Gaussian processes. Their simulation is often based on the corresponding spectral representation which is no…
Conditionally Max-stable Random Fields based on log Gaussian Cox Processes
Martin Dirrler, Martin Schlather, Kirstin Strokorb
We introduce a class of spatial stochastic processes in the max-domain of attraction of familiar max-stable processes. The new class is based on Cox processes and comprises models…
Extreme Events of Markov Chains
Ioannis Papastathopoulos, Kirstin Strokorb, Jonathan A. Tawn +1
The extremal behaviour of a Markov chain is typically characterized by its tail chain. For asymptotically dependent Markov chains existing formulations fail to capture the full evo…
Max-stable random sup-measures with comonotonic tail dependence
Ilya Molchanov, Kirstin Strokorb
Several objects in the Extremes literature are special instances of max-stable random sup-measures. This perspective opens connections to the theory of random sets and the theory o…
Conditional independence among max-stable laws
Ioannis Papastathopoulos, Kirstin Strokorb
Let be a max-stable random vector with positive continuous density. It is proved that the conditional independence of any collection of disjoint sub-vectors of given the re…