Nelsen 8 infinite-parameter endpoint #
The family converges pointwise on the closed square to the Clayton copula with parameter one, as stated in Ansari–Rockel Table 2.
theorem
ProbabilityTheory.Copula.tendsto_nelsen8_atTop
{α : Type u_1}
{l : Filter α}
(θ : α → ℝ)
(hθ : ∀ (a : α), 1 ≤ θ a)
(hlim : Filter.Tendsto θ l Filter.atTop)
(u : Fin 2 → ↑unitInterval)
:
The upper endpoint of Nelsen 8 is Clayton with parameter one.