论文标题
极端独立
Extremal independence old and new
论文作者
论文摘要
2020年2月12日,皇家统计学会主持了一次会议,讨论了塞巴斯蒂安·恩格尔克(Sebastian Engelke)和阿德里安·希茨(Adrien Hitz)即将发表的``极端图形模型''[arxiv:1812.01734]。简短说明是我的讨论贡献的补充。它包含证据。结果表明,最大独立性的传统概念与新引入的极端独立性概念一致,后者随后允许在讨论文件的上下文中对断开图的有意义的解释。本说明中使用的符号和参考文献是从讨论文件中采用的。
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.