Copula estimation methods

This study consists of five parts; introduction, previous studies, material and method, findings and conclusion. In the first part; we give some information about copula function and related studies. In the second part; we focus on the theory of copula functions. In the third part; we give two applications. In the first application, by using the data set simulated from the Raeigly distribution, we choose the appropriate copula function for dependency structure with the help of the Kendall distribution function which is used for Archimedian copulas. In the last part; we inform about the results of applications which are given in the previous section.