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Papers.AnsariRockel2024.Nelsen13

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Tables 1–3: Nelsen 13 constructor, endpoints, orders, CI, and tails #

theorem Papers.AnsariRockel2024.nelsen13_cdf (θ : ℝ) (hθ : 0 < θ) (u v : ↑unitInterval) :
(Verification.nelsen13 θ ⋯).cdf ![u, v] = if u = 0 ∨ v = 0 then 0 else Real.exp (1 - ((1 - Real.log ↑u) ^ θ + (1 - Real.log ↑v) ^ θ - 1) ^ θ⁻¹)
theorem Papers.AnsariRockel2024.nelsen13_lowerOrthant_monotone {θ η : ℝ} (hθ : 0 ≤ θ) (hη : 0 ≤ η) (hθη : θ ≤ η) :
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) :