中文摘要：

Copula函数是将多维随机变量的联合分布和其边缘分布连接起来的一种函数．关于Copula函数的理论和应用已有不同深度的研究，特别是Copula函数中未知．参数的估计问题．本文研究了GumbelCopula函数的参数估计，提出了矩估计和近似矩估计两种方法，分别得到了未知参数的估计结果，并通过模拟研究对这两种方法进行了比较，结果显示矩估计方法更为合理．

英文摘要：

Copulas are functions that join multivariate distribution functions to their one- dimensional marginal distribution functions. Theories and applications on Copulas had been widely studied, especially parameter estimation methods. The paper discusses moment estimation of parameters on Copulas with two kind of methods moment estimation and approx-mate moment estimation,and compares two methods by simulation. Moreover,the results of parameter estimation are obtained. The results suggest that moment estimation is more reasonable.