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Papers.AnsariRockel2024.Nelsen19

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Tables 1–3: Nelsen 19 constructor, zero limit, CI and tails #

theorem Papers.AnsariRockel2024.nelsen19_cdf {θ : ℝ} (hθ : 0 < θ) (u v : ↑unitInterval) :
(Verification.nelsen19 θ ⋯).cdf ![u, v] = if u = 0 ∨ v = 0 then 0 else θ / Real.log (Real.exp (θ / ↑u) + Real.exp (θ / ↑v) - Real.exp θ)
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) :
theorem Papers.AnsariRockel2024.nelsen19_schur_monotone {θ η : ℝ} (hθ : 0 ≤ θ) (hη : 0 ≤ η) (hθη : θ ≤ η) :
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) :