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Vector space analysis of the New Zealand Wool Board's auction data
(Lincoln College, University of Canterbury, 1989)
A geometric field approach is used to represent technical specification, availability and relative price of the New Zealand Wool Board's sales records. The parameters of price and quantity form scalar fields in the vector ...
Tail dependence of perturbed copulas
(Atlantis Press, 2016-06)
In this paper, we extend our investigations of a special class of perturbations of copulas introduced in . Despite a surprising fact that this kind of perturbations does not change the value of tail dependence of the ...