Nelsen 21: measure constructor, printed CDF, and countermonotonic endpoint #
theorem
Papers.AnsariRockel2024.nelsen21_upperTail
(θ : ℝ)
(hθ : 1 ≤ θ)
:
(Verification.nelsen21 θ hθ).HasUpperTailDependence (2 - 2 ^ θ⁻¹)
theorem
Papers.AnsariRockel2024.nelsen21_not_pqd
(θ : ℝ)
(hθ : 1 ≤ θ)
:
¬(Verification.nelsen21 θ hθ).IsPQD
theorem
Papers.AnsariRockel2024.nelsen21_not_ci
(θ : ℝ)
(hθ : 1 ≤ θ)
:
¬(Verification.nelsen21 θ hθ).IsCI
theorem
Papers.AnsariRockel2024.nelsen21_tendsto_atTop
{α : Type u_1}
{l : Filter α}
(θ : α → ℝ)
(hθ : ∀ (a : α), 1 ≤ θ a)
(ht : Filter.Tendsto θ l Filter.atTop)
(u v : ↑unitInterval)
:
Filter.Tendsto (fun (a : α) => (Verification.nelsen21 (θ a) ⋯).cdf ![u, v]) l
(nhds ((ProbabilityTheory.Copula.comonotonic 2).cdf ![u, v]))
theorem
Papers.AnsariRockel2024.nelsen21_tendsto_parameter
{α : Type u_1}
{l : Filter α}
(θ : α → ℝ)
(hθ : ∀ (a : α), 1 ≤ θ a)
{η : ℝ}
(hη : 1 ≤ η)
(ht : Filter.Tendsto θ l (nhds η))
(u v : ↑unitInterval)
:
Filter.Tendsto (fun (a : α) => (Verification.nelsen21 (θ a) ⋯).cdf ![u, v]) l
(nhds ((Verification.nelsen21 η hη).cdf ![u, v]))
theorem
Papers.AnsariRockel2024.nelsen21_tendsto_one
{α : Type u_1}
{l : Filter α}
(θ : α → ℝ)
(hθ : ∀ (a : α), 1 ≤ θ a)
(ht : Filter.Tendsto θ l (nhds 1))
(u v : ↑unitInterval)
:
Filter.Tendsto (fun (a : α) => (Verification.nelsen21 (θ a) ⋯).cdf ![u, v]) l
(nhds (ProbabilityTheory.Copula.countermonotonic.cdf ![u, v]))
theorem
Papers.AnsariRockel2024.nelsen21_lowerOrthant_monotone
{θ η : ℝ}
(hθ : 1 ≤ θ)
(hθη : θ ≤ η)
:
(Verification.nelsen21 θ hθ).LowerOrthantLE (Verification.nelsen21 η ⋯)
theorem
Papers.AnsariRockel2024.nelsen21_not_schur_monotone :
¬∀ (θ η : ℝ) (hθ : 1 ≤ θ) (hθη : θ ≤ η), (Verification.nelsen21 θ hθ).SchurLE (Verification.nelsen21 η ⋯)
theorem
Papers.AnsariRockel2024.nelsen21_not_schur_antitone :
¬∀ (θ η : ℝ) (hθ : 1 ≤ θ) (hθη : θ ≤ η), (Verification.nelsen21 η ⋯).SchurLE (Verification.nelsen21 θ hθ)