Logarithmic method of moments estimators for the Fréchet distribution

IF 2.1 2区数学 Q1 MATHEMATICS, APPLIED

Journal of Computational and Applied Mathematics Pub Date : 2024-09-28 DOI:10.1016/j.cam.2024.116293

Victor Nawa , Saralees Nadarajah

引用次数: 0

Abstract

New estimators for the Fréchet distribution based on the method of logarithmic moments are proposed. These are the first estimators for the Fréchet distribution taking closed forms and applicable for all parameter values. Large sample properties of the proposed estimators are derived. The proposed estimators are compared to the maximum likelihood estimators by simulation.

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弗雷谢特分布的对数矩估计法

本文提出了基于对数矩方法的弗雷谢分布新估算器。它们是第一个封闭形式的弗雷谢特分布估计器，适用于所有参数值。推导了所提估计器的大样本特性。通过模拟将所提出的估计器与最大似然估计器进行了比较。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Computational and Applied Mathematics 数学-应用数学

CiteScore

5.40

自引率

4.20%

发文量

437

审稿时长

3.0 months

期刊介绍： The Journal of Computational and Applied Mathematics publishes original papers of high scientific value in all areas of computational and applied mathematics. The main interest of the Journal is in papers that describe and analyze new computational techniques for solving scientific or engineering problems. Also the improved analysis, including the effectiveness and applicability, of existing methods and algorithms is of importance. The computational efficiency (e.g. the convergence, stability, accuracy, ...) should be proved and illustrated by nontrivial numerical examples. Papers describing only variants of existing methods, without adding significant new computational properties are not of interest. The audience consists of: applied mathematicians, numerical analysts, computational scientists and engineers.