Proposition 2.1 and Corollary 4.2: both remaining pairwise regions #
All witnesses are constructed copulas. The tau-beta projection is proved directly, without assuming the still separate three-dimensional theorem.
theorem
Papers.OrendayLaresRockel2026TauFootruleBeta.tau_footrule_bounds
(C : ProbabilityTheory.Copula 2)
:
4 / 3 * C.spearmanFootrule - 1 / 3 ≤ C.kendallTau ∧ C.kendallTau ≤ 2 / 3 * C.spearmanFootrule + 1 / 3
theorem
Papers.OrendayLaresRockel2026TauFootruleBeta.upperTauSeed_coefficients :
(medianWBlocks.reflect {1}).kendallTau = 0 ∧ (medianWBlocks.reflect {1}).spearmanFootrule = -1 / 2 ∧ (medianWBlocks.reflect {1}).blomqvistBeta = -1
theorem
Papers.OrendayLaresRockel2026TauFootruleBeta.centered_tau_endpoints
(α : ↑unitInterval)
:
have C := Verification.centeredOrdinal ProbabilityTheory.Copula.countermonotonic α;
have D := Verification.centeredOrdinal (medianWBlocks.reflect {1}) α;
C.spearmanFootrule = 1 - 3 / 2 * ↑α ^ 2 ∧ D.spearmanFootrule = 1 - 3 / 2 * ↑α ^ 2 ∧ C.kendallTau = 1 - 2 * ↑α ^ 2 ∧ D.kendallTau = 1 - ↑α ^ 2 ∧ C.blomqvistBeta = 1 - 2 * ↑α ∧ D.blomqvistBeta = 1 - 2 * ↑α