Tables 1–3: Nelsen 19 constructor, zero limit, CI and tails #
theorem
Papers.AnsariRockel2024.nelsen19_tails
(θ : ℝ)
(hθ : 0 ≤ θ)
:
(Verification.nelsen19 θ hθ).HasLowerTailDependence (if θ = 0 then 1 / 2 else 1) ∧ (Verification.nelsen19 θ hθ).HasUpperTailDependence 0
theorem
Papers.AnsariRockel2024.nelsen19_tendsto_zero
{α : Type u_1}
{l : Filter α}
(θ : α → ℝ)
(hθ : ∀ (a : α), 0 ≤ θ a)
(ht : Filter.Tendsto θ l (nhds 0))
(u v : ↑unitInterval)
:
Filter.Tendsto (fun (a : α) => (Verification.nelsen19 (θ a) ⋯).cdf ![u, v]) l
(nhds ((ProbabilityTheory.Copula.clayton 2 1 ⋯).cdf ![u, v]))
theorem
Papers.AnsariRockel2024.nelsen19_lowerOrthant_monotone
{θ η : ℝ}
(hθ : 0 ≤ θ)
(hη : 0 ≤ η)
(hθη : θ ≤ η)
:
(Verification.nelsen19 θ hθ).LowerOrthantLE (Verification.nelsen19 η hη)
theorem
Papers.AnsariRockel2024.nelsen19_schur_monotone
{θ η : ℝ}
(hθ : 0 ≤ θ)
(hη : 0 ≤ η)
(hθη : θ ≤ η)
:
(Verification.nelsen19 θ hθ).SchurBothLE (Verification.nelsen19 η hη)
theorem
Papers.AnsariRockel2024.nelsen19_tendsto_atTop
{α : Type u_1}
{l : Filter α}
(θ : α → ℝ)
(hθ : ∀ (a : α), 0 ≤ θ a)
(ht : Filter.Tendsto θ l Filter.atTop)
(u v : ↑unitInterval)
:
Filter.Tendsto (fun (a : α) => (Verification.nelsen19 (θ a) ⋯).cdf ![u, v]) l
(nhds ((ProbabilityTheory.Copula.comonotonic 2).cdf ![u, v]))
theorem
Papers.AnsariRockel2024.nelsen19_toMeasure_density
{θ : ℝ}
(hθ : 0 < θ)
:
(Verification.nelsen19 θ ⋯).toMeasure = MeasureTheory.volume.withDensity fun (x : Fin 2 → ↑unitInterval) => ENNReal.ofReal (Verification.n19Density θ x)