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Copula.Dependence.ClaytonClassification

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Exact signed conditional-monotonicity classification for Clayton copulas #

The strict midpoint comparison with independence excludes the opposite conditional monotonicity for each nonzero parameter branch.

Positive Clayton parameters are never conditionally decreasing.

theorem ProbabilityTheory.Copula.not_isCI_clayton_negative (θ : ℝ) (hθ : -1 ≤ θ) (hn : θ < 0) :

Negative Clayton parameters are never conditionally increasing.

Positive Clayton parameters are not negative-quadrant dependent.

theorem ProbabilityTheory.Copula.not_isPQD_clayton_negative (θ : ℝ) (hθ : -1 ≤ θ) (hn : θ < 0) :

Negative Clayton parameters are not positive-quadrant dependent.