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math.ST2022★ 1 cited
Graphical models for infinite measures with applications to extremes
Sebastian Engelke, Jevgenijs Ivanovs, Kirstin Strokorb
Conditional independence and graphical models are well studied for probability distributions on product spaces. We propose a new notion of conditional independence for any measure…
math.PR2022
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…