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_absolutelyContinuous_iff
(a b : ℝ)
(ha : 0 ≤ a)
(hb : 0 ≤ b)
(hab : a + b ≤ 1)
:
(ProbabilityTheory.Copula.frechet a b ha hb hab).toMeasure.AbsolutelyContinuous MeasureTheory.volume ↔ a = 0 ∧ b = 0