Evaluate the bivariate and trivariate Pickands dependence function for the bivariate skew-normal.
a vector of length 2 or 3 that belongs to the corresponding simplex.
the parameter vector, containing the dependence, shape and df parameters.
In the bivariate case, there is 1 dependence parameter, 2 shape parameters and a degree of freedom. In the trivariate case, there is 3 dependence parameter, 3 shape parameters and a degree of freedom. Dependence parameters must be between -1 and 1, the degree of freedom must be positive.
Padoan, S. A. (2011). Multivariate extreme models based on underlying skew-t and skew-normal distributions. Journal of Multivariate Analysis, 102, 977-991.
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