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Verification
.
Nelsen22Tails
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Imports
Init
Verification.Nelsen22Dependence
Copula.TailDependence.Derivative
Imported by
Verification
.
n22Diagonal
Verification
.
n22Diagonal_deriv_one
Verification
.
nelsen22_upperTail
← Mathematical handbook
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noncomputable def
Verification
.
n22Diagonal
(
θ
t
:
ℝ
)
:
ℝ
Equations
Verification.n22Diagonal
θ
t
=
(
1
-
Real.sin
(
min
(
2
*
Real.arcsin
(
1
-
t
^
θ
)
) (
Real.pi
/
2
))
)
^
θ
⁻¹
Instances For
source
theorem
Verification
.
n22Diagonal_deriv_one
{
θ
:
ℝ
}
(
hθ
:
0
<
θ
)
:
HasDerivAt
(
n22Diagonal
θ
)
2
1
source
theorem
Verification
.
nelsen22_upperTail
(
θ
:
ℝ
)
(
hθ
:
θ
∈
Set.Icc
0
1
)
:
(
nelsen22
θ
hθ
)
.
HasUpperTailDependence
0