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Yayın Copulas pareto: characterizations and dependence measures(Maltepe Üniversitesi, 2009) Bekrizadeh, HakimA bivariate copula can be statistically interpreted as a bivariate distribution function with uniform marginals. Sklar (1959) argues that for any bivariate distribution function, say H with marginals F and G, there exists a copula functional, say C, such that H(x, y) = C[F (x), G(y)], for (x, y) T in the support of H. This article provides Copulas pareto using Sklar theorem and new characterizations and dependence measures Kendall’s tau and Spearman’s rho of the Copulas pareto.
