Leeds {BMAmevt}

Tri-variate ‘angular’ data set approximately distributed according to a multivariate extremes angular distribution

Description

The data set is constructed from coordinates (columns) 1,2,3 of frechetdat. It contains 100 angular points corresponding to the tri-variate vectors V=(X,Y,Z) with largest L^1 norm (||V||=X+Y+Z). The angular points are obtained by ‘normalizing’: e.g., x=X/||V||. Thus, each row in Leeds is a point on the two-dimensional simplex : x+y+z=1.

Format

A 100*3 - matrix.

References

COOLEY, D., DAVIS, R. and NAVEAU, P. (2010). The pairwise beta distribution: A flexible parametric multivariate model for extremes. Journal of Multivariate Analysis 101, 2103-2117

RESNICK, S. (1987). Extreme values, regular variation, and point processes, Applied Probability. A, vol. 4, Series of the Applied Probability Trust. Springer-Verlag, New York.