Tables 1–3: Nelsen 11 as an actual copula measure #
theorem
Papers.AnsariRockel2024.nelsen11_nqd
(θ : ℝ)
(hθ0 : 0 ≤ θ)
(hθ1 : θ ≤ 1 / 2)
:
(Verification.nelsen11 θ hθ0 hθ1).IsNQD
theorem
Papers.AnsariRockel2024.nelsen11_tails
(θ : ℝ)
(hθ0 : 0 ≤ θ)
(hθ1 : θ ≤ 1 / 2)
:
(Verification.nelsen11 θ hθ0 hθ1).HasLowerTailDependence 0 ∧ (Verification.nelsen11 θ hθ0 hθ1).HasUpperTailDependence 0
theorem
Papers.AnsariRockel2024.nelsen11_tendsto_zero
{α : Type u_1}
{l : Filter α}
(θ : α → ℝ)
(hθ0 : ∀ (z : α), 0 ≤ θ z)
(hθ1 : ∀ (z : α), θ z ≤ 1 / 2)
(hlim : Filter.Tendsto θ l (nhds 0))
(u v : ↑unitInterval)
:
Filter.Tendsto (fun (z : α) => (Verification.nelsen11 (θ z) ⋯ ⋯).cdf ![u, v]) l
(nhds ((ProbabilityTheory.Copula.independence 2).cdf ![u, v]))
theorem
Papers.AnsariRockel2024.nelsen11_cd
(θ : ℝ)
(hθ0 : 0 ≤ θ)
(hθ1 : θ ≤ 1 / 2)
:
(Verification.nelsen11 θ hθ0 hθ1).IsCD
theorem
Papers.AnsariRockel2024.nelsen11_lowerOrthant_antitone
{θ η : ℝ}
(hθ0 : 0 ≤ θ)
(hθ1 : θ ≤ 1 / 2)
(hη0 : 0 ≤ η)
(hη1 : η ≤ 1 / 2)
(hθη : θ ≤ η)
:
(Verification.nelsen11 η hη0 hη1).LowerOrthantLE (Verification.nelsen11 θ hθ0 hθ1)
theorem
Papers.AnsariRockel2024.nelsen11_schur_monotone
{θ η : ℝ}
(hθ0 : 0 ≤ θ)
(hθ1 : θ ≤ 1 / 2)
(hη0 : 0 ≤ η)
(hη1 : η ≤ 1 / 2)
(hθη : θ ≤ η)
:
(Verification.nelsen11 θ hθ0 hθ1).SchurBothLE (Verification.nelsen11 η hη0 hη1)