The Australian Journal of Mathematical Analysis and Applications


Home News Editors Volumes RGMIA Subscriptions Authors Contact

ISSN 1449-5910  

 

You searched for dobrowolski
Total of 1 results found in site

1: Paper Source PDF document

Paper's Title:

Some Properties of the Marshall-Olkin and Generalized Cuadras-Augé Families of Copulas

Author(s):

Edward Dobrowolski and Pranesh Kumar

Department of Mathematics and Statistics
University of Northern British Columbia
Prince George, BC,
Canada, V2N 4Z9

E-mail: Pranesh.Kumar@unbc.ca  

Abstract:

We investigate some properties of the families of two parameter Marshall-Olkin and Generalized Cuadras-Augé copulas. Some new results are proved for copula parameters, dependence measure and mutual information. A numerical application is discussed.


Search and serve lasted 0 second(s).


© 2004-2023 Austral Internet Publishing