ameter. The
sampling algorithm, from <span class="citation">Stephenson (2003)</span>
gives some insight on the construction mechanism as a max-mixture of
logistic distributions. Consider sampling <span class="math inline">\(\boldsymbol{Z}_b\)</span> from a logistic
distribution of dimension <span class="math inline">\(|b|\)</span> (or
Fréchet variates if <span class="math inline">\(|b|=1)\)</span> with
parameter <span class="math inline">\(\alpha_b\)</span> (possibly
recycled). Each marginal value correspo