theorem
Verification.isClosed_xiCoefficientRegion
(r : ProbabilityTheory.Copula 2 → ℝ)
(hcont :
∀ (C : ℕ → ProbabilityTheory.Copula 2) (D : ProbabilityTheory.Copula 2),
(∀ (u v : ↑unitInterval), Filter.Tendsto (fun (n : ℕ) => (C n).cdf ![u, v]) Filter.atTop (nhds (D.cdf ![u, v]))) →
Filter.Tendsto (fun (n : ℕ) => r (C n)) Filter.atTop (nhds (r D)))
(hup :
∀ (C : ProbabilityTheory.Copula 2) (x : ℝ),
C.chatterjeeXi ≤ x → x ≤ 1 → ∃ (D : ProbabilityTheory.Copula 2), D.chatterjeeXi = x ∧ r D = r C)
:
Lower semicontinuity of xi plus filling toward xi=1 makes the actual region closed.
theorem
Verification.isCompact_xiCoefficientRegion
(r : ProbabilityTheory.Copula 2 → ℝ)
(hc : IsClosed (xiCoefficientRegion r))
(a b : ℝ)
(hr : ∀ (C : ProbabilityTheory.Copula 2), r C ∈ Set.Icc a b)
:
A closed xi region with a bounded second coefficient is compact.
theorem
Verification.xi_slice_extrema
(r : ProbabilityTheory.Copula 2 → ℝ)
(hc : IsCompact (xiCoefficientRegion r))
(C : ProbabilityTheory.Copula 2)
:
∃ (L : ProbabilityTheory.Copula 2) (U : ProbabilityTheory.Copula 2),
L.chatterjeeXi = C.chatterjeeXi ∧ U.chatterjeeXi = C.chatterjeeXi ∧ ∀ (D : ProbabilityTheory.Copula 2), D.chatterjeeXi = C.chatterjeeXi → r L ≤ r D ∧ r D ≤ r U
Every nonempty vertical slice attains both coefficient extrema.
theorem
Verification.coefficient_slice_minimum
(r : ProbabilityTheory.Copula 2 → ℝ)
(hc : IsCompact (xiCoefficientRegion r))
(C : ProbabilityTheory.Copula 2)
:
∃ (L : ProbabilityTheory.Copula 2),
r L = r C ∧ ∀ (D : ProbabilityTheory.Copula 2), r D = r C → L.chatterjeeXi ≤ D.chatterjeeXi
Every nonempty horizontal slice attains its least xi.