Documentation

Papers.AnsariRockel2024.GalambosDependence

← Mathematical handbook
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)