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Verification
.
StableTailExtremeValue
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Imports
Init
Verification.ExtremeValueConditional
Verification.StableTailConstruction
Imported by
Verification
.
stableTailCopula_isExtremeValue
Verification
.
stableTailCopula_isCI
Verification
.
stableTailCopula_pickands
← Mathematical handbook
source
theorem
Verification
.
stableTailCopula_isExtremeValue
(
L
:
StableTail
)
:
(
stableTailCopula
L
)
.
IsExtremeValue
source
theorem
Verification
.
stableTailCopula_isCI
(
L
:
StableTail
)
:
(
stableTailCopula
L
)
.
IsCI
source
theorem
Verification
.
stableTailCopula_pickands
(
L
:
StableTail
)
(
t
:
↑
unitInterval
)
:
copulaPickands
(
stableTailCopula
L
)
t
=
L
.
value
(
1
-
↑
t
)
↑
t