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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

The Frechet distribution: Estimation and application-An overview

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Author(s):
Ramos, Pedro L. [1] ; Louzada, Francisco [1] ; Ramos, Eduardo [1] ; Dey, Sanku [2]
Total Authors: 4
Affiliation:
[1] Univ Sao Paulo, Inst Math & Comp Sci, Ave Trabalhador Sao Carlense 400, BR-13566590 Sao Carlos, SP - Brazil
[2] St Anthonys Coll, Dept Stat, Shillong 793001, Meghalaya - India
Total Affiliations: 2
Document type: Journal article
Source: JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS; NOV 2019.
Web of Science Citations: 0
Abstract

In this article we consider the problem of estimating the parameters of the Frechet distribution from both frequentist and Bayesian points of view. First we briefly describe different frequentist approaches, namely, maximum likelihood, method of moments, percentile estimators, L-moments, ordinary and weighted least squares, maximum product of spacings, maximum goodness-of-fit estimators and compare them using extensive numerical simulations. Next, we consider the Bayesian inference approach using reference priors. Five real data sets related to the minimum flow of water on Piracicaba river in Brazil are used to illustrate the applicability of the discussed procedures. (AU)

FAPESP's process: 17/25971-0 - Statistical inference of complex systems
Grantee:Pedro Luiz Ramos
Support type: Scholarships in Brazil - Post-Doctorate