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Copula
.
Rank
.
Region
.
XiBlest
.
Paper
.
ExactRegion
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Imports
Init
Copula.Rank.Region.XiBlest.Paper.HyperbolicCoefficients
Copula.Rank.Region.XiBlest.Paper.StrictParameters
Imported by
ProbabilityTheory
.
Copula
.
RankRegion
.
XiBlest
.
formula_zero
ProbabilityTheory
.
Copula
.
RankRegion
.
XiBlest
.
exact_region
ProbabilityTheory
.
Copula
.
RankRegion
.
XiBlest
.
lower_boundary_unique
ProbabilityTheory
.
Copula
.
RankRegion
.
XiBlest
.
upper_boundary_unique
ProbabilityTheory
.
Copula
.
RankRegion
.
XiBlest
.
formula_infinity_limits
← Copula mathematical handbook
The exact region in the paper's explicit coefficient parametrization
#
source
theorem
ProbabilityTheory
.
Copula
.
RankRegion
.
XiBlest
.
formula_zero
:
xiFormula
0
=
0
∧
nuFormula
0
=
0
source
theorem
ProbabilityTheory
.
Copula
.
RankRegion
.
XiBlest
.
exact_region
(
x
y
:
ℝ
)
:
(
x
,
y
)
∈
attainableRegion
↔
x
=
1
∧
|
y
|
≤
1
∨
∃ (
b
:
ℝ
),
0
≤
b
∧
x
=
xiFormula
b
∧
|
y
|
≤
nuFormula
b
Equation (6), with the infinity endpoint written as the vertical segment.
source
theorem
ProbabilityTheory
.
Copula
.
RankRegion
.
XiBlest
.
lower_boundary_unique
(
C
:
Copula
2
)
(
b
:
ℝ
)
(
hb
:
0
<
b
)
(
hx
:
C
.
chatterjeeXi
=
xiFormula
b
)
:
blestNu
C
=
-
nuFormula
b
↔
C
=
(
extremalCopula
b
⋯
)
.
reflect
{
1
}
source
theorem
ProbabilityTheory
.
Copula
.
RankRegion
.
XiBlest
.
upper_boundary_unique
(
C
:
Copula
2
)
(
b
:
ℝ
)
(
hb
:
0
<
b
)
(
hx
:
C
.
chatterjeeXi
=
xiFormula
b
)
:
blestNu
C
=
nuFormula
b
↔
C
=
extremalCopula
b
⋯
source
theorem
ProbabilityTheory
.
Copula
.
RankRegion
.
XiBlest
.
formula_infinity_limits
:
Filter.Tendsto
xiFormula
Filter.atTop
(
nhds
1
)
∧
Filter.Tendsto
nuFormula
Filter.atTop
(
nhds
1
)