Bekrizadeh, Hakim2024-07-122024-07-122009Bekrizadeh, H. (2009). Copulas pareto: characterizations and dependence measures. Maltepe Üniversitesi. s. 186.9.78605E+12https://hdl.handle.net/20.500.12415/2284A 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.enCC0 1.0 Universalinfo:eu-repo/semantics/openAccessConference Object187186