Extremal independence old and new
Not on the map. Why?
Abstract (arXiv)
On 12 February 2020 the Royal Statistical Society hosted a meeting to discuss the forthcoming paper ``Graphical models for extremes'' by Sebastian Engelke and Adrien Hitz [arXiv:1812.01734]. This short note is a supplement to my discussion contribution. It contains the proofs. It is shown that the traditional notion of extremal independence agrees with the newly introduced notion of extremal independence, which subsequently allows for a meaningful interpretation of disconnected graphs in the context of the discussion paper. The notation and references used in this note are adopted from the discussion paper.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). First posted on arXiv 14 Feb 2020.
Builds on
No reference list yet.
Built on by
Citing papers per year: 2023: 1.
1 paper.