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.
Nelsen13Tails
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Imports
Init
Verification.GumbelBarnettDependence
Verification.Nelsen13
Copula.TailDependence.Derivative
Mathlib.Analysis.SpecialFunctions.Pow.Asymptotics
Imported by
Verification
.
n13Diagonal
Verification
.
n13Diagonal_eq
Verification
.
n13Diagonal_deriv_one
Verification
.
nelsen13_upperTail
Verification
.
nelsen13_lowerTail_pos
Verification
.
nelsen13_tails
← Mathematical handbook
source
noncomputable def
Verification
.
n13Diagonal
(
θ
t
:
ℝ
)
:
ℝ
Equations
Verification.n13Diagonal
θ
t
=
if
t
=
0
then
0
else
Real.exp
(
1
-
(
2
*
(
1
-
Real.log
t
)
^
θ
-
1
)
^
θ
⁻¹
)
Instances For
source
theorem
Verification
.
n13Diagonal_eq
(
θ
:
ℝ
)
(
hθ
:
0
<
θ
)
(
t
:
↑
unitInterval
)
:
n13Diagonal
θ
↑
t
=
(
nelsen13
θ
⋯
)
.
diagonal
t
source
theorem
Verification
.
n13Diagonal_deriv_one
(
θ
:
ℝ
)
(
hθ
:
0
<
θ
)
:
HasDerivAt
(
n13Diagonal
θ
)
2
1
source
theorem
Verification
.
nelsen13_upperTail
(
θ
:
ℝ
)
(
hθ
:
0
≤
θ
)
:
(
nelsen13
θ
hθ
)
.
HasUpperTailDependence
0
source
theorem
Verification
.
nelsen13_lowerTail_pos
(
θ
:
ℝ
)
(
hθ
:
0
<
θ
)
:
(
nelsen13
θ
⋯
)
.
HasLowerTailDependence
0
source
theorem
Verification
.
nelsen13_tails
(
θ
:
ℝ
)
(
hθ
:
0
≤
θ
)
:
(
nelsen13
θ
hθ
)
.
HasLowerTailDependence
0
∧
(
nelsen13
θ
hθ
)
.
HasUpperTailDependence
0