Documentation
Papers
.
AnsariRockel2024
.
GalambosDependence
Search
return to top
source
Imports
Init
Verification.ExtremeValueConditional
Papers.AnsariRockel2024.Galambos
Imported by
Papers
.
AnsariRockel2024
.
galambos_isExtremeValue
Papers
.
AnsariRockel2024
.
galambos_isCI
Papers
.
AnsariRockel2024
.
galambos_pickands_interior
← Mathematical handbook
source
theorem
Papers
.
AnsariRockel2024
.
galambos_isExtremeValue
(
δ
:
ℝ
)
(
hδ
:
0
<
δ
)
:
(
Verification.galambos
δ
hδ
)
.
IsExtremeValue
source
theorem
Papers
.
AnsariRockel2024
.
galambos_isCI
(
δ
:
ℝ
)
(
hδ
:
0
<
δ
)
:
(
Verification.galambos
δ
hδ
)
.
IsCI
source
theorem
Papers
.
AnsariRockel2024
.
galambos_pickands_interior
(
δ
:
ℝ
)
(
hδ
:
0
<
δ
)
(
t
:
↑
unitInterval
)
(
ht
:
↑
t
∈
Set.Ioo
0
1
)
:
Verification.copulaPickands
(
Verification.galambos
δ
hδ
)
t
=
1
-
(
↑
t
^
(
-
δ
)
+
(
1
-
↑
t
)
^
(
-
δ
))
^
(
-
1
/
δ
)