摘要
In this paper, we provide a method based on quantiles to estimate the parameters of a finite mixture of Fréchet distributions, for a large sample of strongly dependent data. This is a situation that appears when dealing with environmental data and there was a real need of such method. We validate our approach by means of estimation and goodness-of-fit testing over simulated data, showing an accurate performance.
In this paper, we provide a method based on quantiles to estimate the parameters of a finite mixture of Fréchet distributions, for a large sample of strongly dependent data. This is a situation that appears when dealing with environmental data and there was a real need of such method. We validate our approach by means of estimation and goodness-of-fit testing over simulated data, showing an accurate performance.
作者
Carolina Crisci
Gonzalo Perera
Lia Sampognaro
Carolina Crisci;Gonzalo Perera;Lia Sampognaro(Departamento Modelización Estadística de Datos e Inteligenica Artificial (MEDIA), CURE, Rocha, Universidad de la República, Rocha, Uruguay)
