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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.
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