lign*}\]</span> and <span class="math inline">\(\lambda_{ii}=0\)</span> for all <span class="math inline">\(i \in I_{-j}\)</span> so that the diagonal entries
<span class="math inline">\(\varrho_{i,i; j}=1\)</span>. <span class="citation">Engelke et al. (2015)</span> uses the covariance matrix
with entries are <span class="math inline">\(\varsigma=2(\lambda_{ij}^2+\lambda_{kj}^2-\lambda_{ik}^2)\)</span>,
so the resulting expression is evaluated at <span class="math inline">\(2\boldsymbol{\lambda}_{.j}^2-\lo