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


Edward Dobrowolski and Pranesh Kumar

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



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 1 second(s).

© 2004-2021 Austral Internet Publishing