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.
AnsariRockel2024
.
HuslerReissSpectral
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Imports
Init
Verification.HuslerReissConstruction
Imported by
Papers
.
AnsariRockel2024
.
huslerReiss_spectral_isExtremeValue
Papers
.
AnsariRockel2024
.
huslerReiss_spectral_isCI
Papers
.
AnsariRockel2024
.
huslerReiss_pickands_spectral
← Mathematical handbook
source
theorem
Papers
.
AnsariRockel2024
.
huslerReiss_spectral_isExtremeValue
(
δ
:
ℝ
)
(
hδ
:
0
<
δ
)
:
(
Verification.huslerReissPositive
δ
hδ
)
.
IsExtremeValue
source
theorem
Papers
.
AnsariRockel2024
.
huslerReiss_spectral_isCI
(
δ
:
ℝ
)
(
hδ
:
0
<
δ
)
:
(
Verification.huslerReissPositive
δ
hδ
)
.
IsCI
source
theorem
Papers
.
AnsariRockel2024
.
huslerReiss_pickands_spectral
(
δ
:
ℝ
)
(
hδ
:
0
<
δ
)
(
t
:
↑
unitInterval
)
:
Verification.copulaPickands
(
Verification.huslerReissPositive
δ
hδ
)
t
=
∫
(
z
:
ℝ
)
,
max
((
1
-
↑
t
)
*
Real.exp
(
2
/
δ
*
z
-
(
2
/
δ
)
^
2
/
2
)
)
↑
t
∂
ProbabilityTheory.gaussianReal
0
1