stdfEmpInt {tailDepFun} | R Documentation |
Analytical implementation of the integral of the bivariate stable tail dependence function over the unit square.
stdfEmpInt(ranks, k)
ranks |
A |
k |
An integer between 1 and |
A positive scalar.
Einmahl, J.H.J., Kiriliouk, A., Krajina, A., and Segers, J. (2016). An Mestimator of spatial tail dependence. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 78(1), 275-298.
ranks <- cbind(sample(1:20), sample(1:20))
stdfEmpInt(ranks, k = 5)