Estimating the components of a mixture of extremal distributions under strong dependence
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 ou...
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| Main Author: | |
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| Other Authors: | , |
| Format: | article |
| Language: | English |
| Published: |
2023
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| Subjects: | |
| Online Access: | https://hdl.handle.net/20.500.12008/43359 |
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