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.
AnsariRockel2024
.
BB5Tails
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Imports
Init
Verification.PickandsDiagonal
Papers.AnsariRockel2024.BB5Dependence
Imported by
Papers
.
AnsariRockel2024
.
bb5_extremalCoefficient
Papers
.
AnsariRockel2024
.
bb5_tails
← Mathematical handbook
source
theorem
Papers
.
AnsariRockel2024
.
bb5_extremalCoefficient
(
θ
δ
:
ℝ
)
(
hθ
:
1
≤
θ
)
(
hδ
:
0
<
δ
)
:
(
Verification.bb5
θ
δ
hθ
hδ
)
.
extremalCoefficient
=
(
2
-
2
^
(
-
1
/
δ
))
^
(
1
/
θ
)
source
theorem
Papers
.
AnsariRockel2024
.
bb5_tails
(
θ
δ
:
ℝ
)
(
hθ
:
1
≤
θ
)
(
hδ
:
0
<
δ
)
:
(
Verification.bb5
θ
δ
hθ
hδ
)
.
HasLowerTailDependence
0
∧
(
Verification.bb5
θ
δ
hθ
hδ
)
.
HasUpperTailDependence
(
2
-
(
2
-
2
^
(
-
1
/
δ
))
^
(
1
/
θ
))