Integral of the bivariate empirical stable tail dependence function over the unit square.

1 | ```
tailIntEmp(ranks, n = nrow(ranks), k)
``` |

`ranks` |
A |

`n` |
The sample size. If not specified, it is computed as the number of rows of the matrix |

`k` |
The threshold parameter in the definition of the empirical stable tail dependence function. An integer between 1 and |

This is an analytic implementation of the integral of the stable tail dependence function, which is much faster than numerical integration. See Einmahl et al. (2014) for a definition of the empirical stable tail dependence function.

A scalar.

Einmahl, J.H.J., Kiriliouk, A., Krajina, A. and Segers, J. (2014), "An M-estimator of spatial tail dependence". See http://arxiv.org/abs/1403.1975.

`Mestimator`

, `tailInt`

1 2 3 | ```
n <- 20
(ranks <- cbind(sample(1:n), sample(1:n)))
tailIntEmp(ranks, k = 5)
``` |

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