  Trimmed L-moments, were introduced by Elamir and Seheult(2003) to proposed a
new estimation method for multi-parameter distributions when the mean doesn't
exist or for heavy tailed distribution where the L-moments method which
proposed by Hosking (1990) is not valid because the absence of theoretical
L-moments. In this paper a new estimation method based on trimmed L-moments of
multi-parameter copulas is proposed with a simulation study. The consistency
and the asymptotic normality of the new estimator also established.
