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Papers.AnsariRockel2024.TawnPickands

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Table 4: canonical Pickands functions of four constructed families #

theorem Papers.AnsariRockel2024.tawn_pickands (θ : ℝ) (hθ : 1 ≤ θ) (α β t : ↑unitInterval) :
Verification.copulaPickands (ProbabilityTheory.Copula.tawn θ hθ α β) t = (1 - ↑α) * (1 - ↑t) + (1 - ↑β) * ↑t + ((↑α * (1 - ↑t)) ^ θ + (↑β * ↑t) ^ θ) ^ θ⁻¹