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Imports
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Verification.FrankTails
Copula.TailDependence.Examples
Imported by
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AnsariRockel2024
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frank_positive_tails
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frank_negative_tails
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frank_zero_tails
← Mathematical handbook
Table 3: both Frank tail coefficients, for every finite parameter
#
source
theorem
Papers
.
AnsariRockel2024
.
frank_positive_tails
(
θ
:
ℝ
)
(
hθ
:
0
<
θ
)
:
(
ProbabilityTheory.Copula.frank
θ
hθ
)
.
HasLowerTailDependence
0
∧
(
ProbabilityTheory.Copula.frank
θ
hθ
)
.
HasUpperTailDependence
0
source
theorem
Papers
.
AnsariRockel2024
.
frank_negative_tails
(
θ
:
ℝ
)
(
hθ
:
θ
<
0
)
:
(
ProbabilityTheory.Copula.frankNegative
θ
hθ
)
.
HasLowerTailDependence
0
∧
(
ProbabilityTheory.Copula.frankNegative
θ
hθ
)
.
HasUpperTailDependence
0
source
theorem
Papers
.
AnsariRockel2024
.
frank_zero_tails
:
(
ProbabilityTheory.Copula.independence
2
)
.
HasLowerTailDependence
0
∧
(
ProbabilityTheory.Copula.independence
2
)
.
HasUpperTailDependence
0