Author(s)

Carolina Crisci, Gonzalo Perera, Lia Sampognaro

Departamento Modelización Estadística de Datos e Inteligenica Artificial (MEDIA), CURE, Rocha, Universidad de la República, Rocha, Uruguay.

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.

Mixture of Extremal Distributions, Strongly Dependent Data

Crisci, C. , Perera, G. and Sampognaro, L. (2023) Estimating the Components of a Mixture of Extremal Distributions under Strong Dependence. Advances in Pure Mathematics, 13, 425-441. doi: 10.4236/apm.2023.137027.