Convexity and fixed-coefficient attainment in the xi region #
The full xi=1 boundary supplies the witnesses required by the general mixture proof. The curved extremal boundary is a separate obligation.
theorem
ProbabilityTheory.Copula.RankRegion.XiBlest.fixed_coefficient_upward
(C : Copula 2)
(x : ℝ)
(hx : C.chatterjeeXi ≤ x)
(hx1 : x ≤ 1)
:
All xi values above an attained point occur at the same second coefficient.
The full attainable region is convex, without assuming boundary attainment or closure.