Tables 1–3: Nelsen 13 constructor, endpoints, orders, CI, and tails #
theorem
Papers.AnsariRockel2024.nelsen13_tails
(θ : ℝ)
(hθ : 0 ≤ θ)
:
(Verification.nelsen13 θ hθ).HasLowerTailDependence 0 ∧ (Verification.nelsen13 θ hθ).HasUpperTailDependence 0
theorem
Papers.AnsariRockel2024.nelsen13_lowerOrthant_monotone
{θ η : ℝ}
(hθ : 0 ≤ θ)
(hη : 0 ≤ η)
(hθη : θ ≤ η)
:
(Verification.nelsen13 θ hθ).LowerOrthantLE (Verification.nelsen13 η hη)
theorem
Papers.AnsariRockel2024.nelsen13_tendsto_zero
{α : Type u_1}
{l : Filter α}
(θ : α → ℝ)
(hθ : ∀ (z : α), 0 ≤ θ z)
(hlim : Filter.Tendsto θ l (nhds 0))
(u v : ↑unitInterval)
:
Filter.Tendsto (fun (z : α) => (Verification.nelsen13 (θ z) ⋯).cdf ![u, v]) l
(nhds ((Verification.gumbelBarnett 1).cdf ![u, v]))
theorem
Papers.AnsariRockel2024.nelsen13_tendsto_atTop
{α : Type u_1}
{l : Filter α}
(θ : α → ℝ)
(hθ : ∀ (z : α), 0 ≤ θ z)
(hlim : Filter.Tendsto θ l Filter.atTop)
(u v : ↑unitInterval)
:
Filter.Tendsto (fun (z : α) => (Verification.nelsen13 (θ z) ⋯).cdf ![u, v]) l (nhds (min ↑u ↑v))
theorem
Papers.AnsariRockel2024.nelsen13_schur_monotone
{θ η : ℝ}
(hθ : 1 ≤ θ)
(hη : 1 ≤ η)
(hθη : θ ≤ η)
:
(Verification.nelsen13 θ ⋯).SchurBothLE (Verification.nelsen13 η ⋯)
theorem
Papers.AnsariRockel2024.nelsen13_density_tp2_requires_one
(θ : ℝ)
(hθ : 0 ≤ θ)
(hd : (Verification.nelsen13 θ hθ).HasMTP2Density)
:
theorem
Papers.AnsariRockel2024.nelsen13_density_measure
{θ : ℝ}
(hθ : 1 ≤ θ)
:
(Verification.nelsen13 θ ⋯).toMeasure = MeasureTheory.volume.withDensity fun (x : Fin 2 → ↑unitInterval) => ENNReal.ofReal (Verification.n13Density θ x)