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Verification
.
Nelsen21Tails
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Imports
Init
Verification.Nelsen21Dependence
Copula.TailDependence.Quadrant
Mathlib.Analysis.Calculus.Deriv.Slope
Imported by
Verification
.
n21UpperCore
Verification
.
n21UpperCore_deriv_zero
Verification
.
nelsen21_upperTail
Verification
.
nelsen21_not_nqd_above_one
Verification
.
nelsen21_isCD_iff
Verification
.
nelsen21_isNQD_iff
← Mathematical handbook
source
noncomputable def
Verification
.
n21UpperCore
(
θ
s
:
ℝ
)
:
ℝ
Equations
Verification.n21UpperCore
θ
s
=
1
-
(
2
*
(
1
-
s
)
^
θ
⁻¹
-
1
)
^
θ
Instances For
source
theorem
Verification
.
n21UpperCore_deriv_zero
{
θ
:
ℝ
}
(
hθ
:
0
<
θ
)
:
HasDerivAt
(
n21UpperCore
θ
)
2
0
source
theorem
Verification
.
nelsen21_upperTail
(
θ
:
ℝ
)
(
hθ
:
1
≤
θ
)
:
(
nelsen21
θ
hθ
)
.
HasUpperTailDependence
(
2
-
2
^
θ
⁻¹
)
source
theorem
Verification
.
nelsen21_not_nqd_above_one
(
θ
:
ℝ
)
(
hθ
:
1
<
θ
)
:
¬
(
nelsen21
θ
⋯
)
.
IsNQD
source
theorem
Verification
.
nelsen21_isCD_iff
(
θ
:
ℝ
)
(
hθ
:
1
≤
θ
)
:
(
nelsen21
θ
hθ
)
.
IsCD
↔
θ
=
1
source
theorem
Verification
.
nelsen21_isNQD_iff
(
θ
:
ℝ
)
(
hθ
:
1
≤
θ
)
:
(
nelsen21
θ
hθ
)
.
IsNQD
↔
θ
=
1