Table 5 / Appendix A.4.2: Schur order of the Fréchet and Mardia families #
theorem
Papers.AnsariRockel2024.mardia_schur_nonnegative
{θ η : ℝ}
(hθ : 0 ≤ θ)
(hθη : θ ≤ η)
(hη : η ≤ 1)
:
Table 5 (* cell): Mardia increases in both-direction Schur order on 0≤θ≤1.
theorem
Papers.AnsariRockel2024.mardia_schur_nonpositive
{θ η : ℝ}
(hθ : -1 ≤ θ)
(hθη : θ ≤ η)
(hη : η ≤ 0)
:
Table 5 (* cell): Mardia decreases in both-direction Schur order on -1≤θ≤0.
theorem
Papers.AnsariRockel2024.frechet_schur_mono_M
{a a' : ℝ}
(ha : 0 ≤ a)
(haa : a ≤ a')
(ha' : a' ≤ 1)
:
(ProbabilityTheory.Copula.frechet a 0 ha ⋯ ⋯).SchurBothLE (ProbabilityTheory.Copula.frechet a' 0 ⋯ ⋯ ⋯)
Table 5: on the unmixed axis β=0, Fréchet Schur order increases with the M weight.
theorem
Papers.AnsariRockel2024.frechet_schur_mono_W
{b b' : ℝ}
(hb : 0 ≤ b)
(hbb : b ≤ b')
(hb' : b' ≤ 1)
:
(ProbabilityTheory.Copula.frechet 0 b ⋯ hb ⋯).SchurBothLE (ProbabilityTheory.Copula.frechet 0 b' ⋯ ⋯ ⋯)
Table 5: on the unmixed axis α=0, Fréchet Schur order increases with the W weight.