Table 4: the Plackett copula and its actual Lebesgue density #
theorem
Papers.AnsariRockel2024.plackett_density
{θ : ℝ}
(hθ : 0 < θ)
(hne : θ ≠ 1)
:
(Verification.plackett θ hθ).toMeasure = MeasureTheory.volume.withDensity fun (x : Fin 2 → ↑unitInterval) =>
ENNReal.ofReal (Verification.plackettDensity θ ↑(x 0) ↑(x 1))
theorem
Papers.AnsariRockel2024.plackett_tails
{θ : ℝ}
(hθ : 0 < θ)
:
(Verification.plackett θ hθ).HasLowerTailDependence 0 ∧ (Verification.plackett θ hθ).HasUpperTailDependence 0
theorem
Papers.AnsariRockel2024.plackett_cdf_rationalized
{θ : ℝ}
(hθ : 0 < θ)
(u v : ↑unitInterval)
:
(Verification.plackett θ hθ).cdf ![u, v] = 2 * θ * ↑u * ↑v / (Verification.plackettA θ ↑u ↑v + √(Verification.plackettD θ ↑u ↑v))
theorem
Papers.AnsariRockel2024.plackett_tendsto_parameter
{A : Type u_1}
{l : Filter A}
(θ : A → ℝ)
(hθ : ∀ (a : A), 0 < θ a)
{η : ℝ}
(hη : 0 < η)
(ht : Filter.Tendsto θ l (nhds η))
(u v : ↑unitInterval)
:
Filter.Tendsto (fun (a : A) => (Verification.plackett (θ a) ⋯).cdf ![u, v]) l
(nhds ((Verification.plackett η hη).cdf ![u, v]))
theorem
Papers.AnsariRockel2024.plackett_tendsto_zero
{A : Type u_1}
{l : Filter A}
(θ : A → ℝ)
(hθ : ∀ (a : A), 0 < θ a)
(ht : Filter.Tendsto θ l (nhds 0))
(u v : ↑unitInterval)
:
Filter.Tendsto (fun (a : A) => (Verification.plackett (θ a) ⋯).cdf ![u, v]) l
(nhds (ProbabilityTheory.Copula.countermonotonic.cdf ![u, v]))
theorem
Papers.AnsariRockel2024.plackett_tendsto_atTop
{A : Type u_1}
{l : Filter A}
(θ : A → ℝ)
(hθ : ∀ (a : A), 0 < θ a)
(ht : Filter.Tendsto θ l Filter.atTop)
(u v : ↑unitInterval)
:
Filter.Tendsto (fun (a : A) => (Verification.plackett (θ a) ⋯).cdf ![u, v]) l
(nhds ((ProbabilityTheory.Copula.comonotonic 2).cdf ![u, v]))
theorem
Papers.AnsariRockel2024.plackett_schur_above_one
{θ η : ℝ}
(hθ : 0 < θ)
(h1 : 1 ≤ θ)
(hθη : θ ≤ η)
:
(Verification.plackett θ hθ).SchurBothLE (Verification.plackett η ⋯)
theorem
Papers.AnsariRockel2024.plackett_schur_below_one
{θ η : ℝ}
(hθ : 0 < θ)
(hη : η ≤ 1)
(hθη : θ ≤ η)
:
(Verification.plackett η ⋯).SchurBothLE (Verification.plackett θ hθ)
theorem
Papers.AnsariRockel2024.plackett_density_tp2_necessary
{θ : ℝ}
(hθ : 0 < θ)
(hC : (Verification.plackett θ hθ).HasMTP2Density)
: