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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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