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Papers.AnsariRockel2024.FrechetMardiaDependence

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Tables 5 and A.4: Frechet and Mardia dependence classifications #

The valid Frechet simplex is a,b>=0 and a+b<=1. Mardia has W weight theta^2(1-theta)/2. Its independence parameter zero belongs to both CI and CD. Density TP2 is interpreted literally as existence of a Lebesgue TP2 density; positive singular weights rule out even absolute continuity.

theorem Papers.AnsariRockel2024.frechet_ci_iff (a b : ℝ) (ha : 0 ≤ a) (hb : 0 ≤ b) (hab : a + b ≤ 1) :
theorem Papers.AnsariRockel2024.frechet_cd_iff (a b : ℝ) (ha : 0 ≤ a) (hb : 0 ≤ b) (hab : a + b ≤ 1) :
theorem Papers.AnsariRockel2024.frechet_density_tp2_iff (a b : ℝ) (ha : 0 ≤ a) (hb : 0 ≤ b) (hab : a + b ≤ 1) :