Estimating the components of a mixture of extremal distributions under strong dependence

Crisci, Carolina - Perera, Gonzalo - Sampognaro Charquero, Lía

Resumen:

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.


Detalles Bibliográficos
2023
Mixture of extremal distributions
Strongly dependent data
Inglés
Universidad de la República
COLIBRI
https://hdl.handle.net/20.500.12008/43359
Acceso abierto
Licencia Creative Commons Atribución (CC - By 4.0)
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author Crisci, Carolina
author2 Perera, Gonzalo
Sampognaro Charquero, Lía
author2_role author
author
author_facet Crisci, Carolina
Perera, Gonzalo
Sampognaro Charquero, Lía
author_role author
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collection COLIBRI
dc.contributor.filiacion.none.fl_str_mv Crisci Carolina, Universidad de la República (Uruguay). CURE.
Perera Gonzalo, Universidad de la República (Uruguay). CURE.
Sampognaro Charquero Lía, Universidad de la República (Uruguay). Facultad de Ciencias. Instituto de Ecología y Ciencias Ambientales.
dc.creator.none.fl_str_mv Crisci, Carolina
Perera, Gonzalo
Sampognaro Charquero, Lía
dc.date.accessioned.none.fl_str_mv 2024-04-08T12:38:11Z
dc.date.available.none.fl_str_mv 2024-04-08T12:38:11Z
dc.date.issued.none.fl_str_mv 2023
dc.description.abstract.none.fl_txt_mv 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.
dc.format.extent.es.fl_str_mv 17 h.
dc.format.mimetype.es.fl_str_mv application/pdf
dc.identifier.citation.es.fl_str_mv Crisci, C, Perera, G y Sampognaro Charquero, L. "Estimating the components of a mixture of extremal distributions under strong dependence". Advances in Pure Mathematics. [en línea] 2023, 13(7): 425-441. 17 h. DOI: 10.4236/apm.2023.137027.
dc.identifier.doi.none.fl_str_mv 10.4236/apm.2023.137027
dc.identifier.issn.none.fl_str_mv 2160-0384
dc.identifier.uri.none.fl_str_mv https://hdl.handle.net/20.500.12008/43359
dc.language.iso.none.fl_str_mv en
eng
dc.publisher.es.fl_str_mv Scientific Research
dc.relation.ispartof.es.fl_str_mv Advances in Pure Mathematics, 2023, 13(7): 425-441.
dc.rights.license.none.fl_str_mv Licencia Creative Commons Atribución (CC - By 4.0)
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
dc.source.none.fl_str_mv reponame:COLIBRI
instname:Universidad de la República
instacron:Universidad de la República
dc.subject.es.fl_str_mv Mixture of extremal distributions
Strongly dependent data
dc.title.none.fl_str_mv Estimating the components of a mixture of extremal distributions under strong dependence
dc.type.es.fl_str_mv Artículo
dc.type.none.fl_str_mv info:eu-repo/semantics/article
dc.type.version.none.fl_str_mv info:eu-repo/semantics/publishedVersion
description 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.
eu_rights_str_mv openAccess
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identifier_str_mv Crisci, C, Perera, G y Sampognaro Charquero, L. "Estimating the components of a mixture of extremal distributions under strong dependence". Advances in Pure Mathematics. [en línea] 2023, 13(7): 425-441. 17 h. DOI: 10.4236/apm.2023.137027.
2160-0384
10.4236/apm.2023.137027
instacron_str Universidad de la República
institution Universidad de la República
instname_str Universidad de la República
language eng
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publishDate 2023
reponame_str COLIBRI
repository.mail.fl_str_mv mabel.seroubian@seciu.edu.uy
repository.name.fl_str_mv COLIBRI - Universidad de la República
repository_id_str 4771
rights_invalid_str_mv Licencia Creative Commons Atribución (CC - By 4.0)
spelling Crisci Carolina, Universidad de la República (Uruguay). CURE.Perera Gonzalo, Universidad de la República (Uruguay). CURE.Sampognaro Charquero Lía, Universidad de la República (Uruguay). Facultad de Ciencias. Instituto de Ecología y Ciencias Ambientales.2024-04-08T12:38:11Z2024-04-08T12:38:11Z2023Crisci, C, Perera, G y Sampognaro Charquero, L. "Estimating the components of a mixture of extremal distributions under strong dependence". Advances in Pure Mathematics. [en línea] 2023, 13(7): 425-441. 17 h. DOI: 10.4236/apm.2023.137027.2160-0384https://hdl.handle.net/20.500.12008/4335910.4236/apm.2023.137027In 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.Submitted by Pintos Natalia (nataliapintosmvd@gmail.com) on 2024-04-04T15:17:33Z No. of bitstreams: 2 license_rdf: 24251 bytes, checksum: 71ed42ef0a0b648670f707320be37b90 (MD5) 10.4236.apm.2023.137027.pdf: 785991 bytes, checksum: fca9bdc5e495562bb63bc0a360979b15 (MD5)Approved for entry into archive by Faget Cecilia (lfaget@fcien.edu.uy) on 2024-04-08T12:37:26Z (GMT) No. of bitstreams: 2 license_rdf: 24251 bytes, checksum: 71ed42ef0a0b648670f707320be37b90 (MD5) 10.4236.apm.2023.137027.pdf: 785991 bytes, checksum: fca9bdc5e495562bb63bc0a360979b15 (MD5)Made available in DSpace by Luna Fabiana (fabiana.luna@seciu.edu.uy) on 2024-04-08T12:38:11Z (GMT). No. of bitstreams: 2 license_rdf: 24251 bytes, checksum: 71ed42ef0a0b648670f707320be37b90 (MD5) 10.4236.apm.2023.137027.pdf: 785991 bytes, checksum: fca9bdc5e495562bb63bc0a360979b15 (MD5) Previous issue date: 202317 h.application/pdfenengScientific ResearchAdvances in Pure Mathematics, 2023, 13(7): 425-441.Las obras depositadas en el Repositorio se rigen por la Ordenanza de los Derechos de la Propiedad Intelectual de la Universidad de la República.(Res. Nº 91 de C.D.C. de 8/III/1994 – D.O. 7/IV/1994) y por la Ordenanza del Repositorio Abierto de la Universidad de la República (Res. Nº 16 de C.D.C. de 07/10/2014)info:eu-repo/semantics/openAccessLicencia Creative Commons Atribución (CC - By 4.0)Mixture of extremal distributionsStrongly dependent dataEstimating the components of a mixture of extremal distributions under strong dependenceArtículoinfo:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionreponame:COLIBRIinstname:Universidad de la Repúblicainstacron:Universidad de la RepúblicaCrisci, CarolinaPerera, GonzaloSampognaro Charquero, LíaLICENSElicense.txtlicense.txttext/plain; charset=utf-84267http://localhost:8080/xmlui/bitstream/20.500.12008/43359/5/license.txt6429389a7df7277b72b7924fdc7d47a9MD55CC-LICENSElicense_urllicense_urltext/plain; charset=utf-844http://localhost:8080/xmlui/bitstream/20.500.12008/43359/2/license_urla0ebbeafb9d2ec7cbb19d7137ebc392cMD52license_textlicense_texttext/html; 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- Universidad de la Repúblicafalse
spellingShingle Estimating the components of a mixture of extremal distributions under strong dependence
Crisci, Carolina
Mixture of extremal distributions
Strongly dependent data
status_str publishedVersion
title Estimating the components of a mixture of extremal distributions under strong dependence
title_full Estimating the components of a mixture of extremal distributions under strong dependence
title_fullStr Estimating the components of a mixture of extremal distributions under strong dependence
title_full_unstemmed Estimating the components of a mixture of extremal distributions under strong dependence
title_short Estimating the components of a mixture of extremal distributions under strong dependence
title_sort Estimating the components of a mixture of extremal distributions under strong dependence
topic Mixture of extremal distributions
Strongly dependent data
url https://hdl.handle.net/20.500.12008/43359