Documentation
Copula
.
Rank
.
Region
.
XiBlest
.
Support
.
QuadraticBandEndpoint
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Imports
Init
Copula.Rank.Region.XiBlest.Support.QuadraticBand
Imported by
ProbabilityTheory
.
Copula
.
RankRegion
.
XiBlest
.
Support
.
quadraticBand_comonotonic_error
← Copula mathematical handbook
source
theorem
ProbabilityTheory
.
Copula
.
RankRegion
.
XiBlest
.
Support
.
quadraticBand_comonotonic_error
(
b
r
:
ℝ
)
(
hb
:
0
<
b
)
(
hr
:
0
≤
r
)
(
hbr
:
1
≤
b
*
r
^
2
)
(
u
v
:
↑
unitInterval
)
:
|
(
quadraticBand
b
⋯
)
.
cdf
![
u
,
v
]
-
min
↑
u
↑
v
|
≤
r
A uniform rate at the comonotonic endpoint.