
(2016)</span> for more information.</p>
</div>
<div id="extremal-student" class="section level2">
<h2>Extremal Student</h2>
<p>The extremal Student (<code>extstud</code>) model of <span class="citation">Nikoloulopoulos, Joe, and Li (2009)</span>, eq. 2.8,
with unit Fréchet margins is <span class="math display">\[\begin{align*}
\Pr(\boldsymbol{X} \le \boldsymbol{x}) = \exp \left[-\sum_{j=1}^d
\frac{1}{x_j} T_{d-1, \nu+1, \mathbf{R}_{-j}}\left(
\sqrt{\frac{\nu+1}{1-\rho_{ij}^2}}
\left[\left(\frac{x_i}{x_j}\