Message-ID: <C3D2EAC5840D444DB92CE053B0DF97BC1972DA@MAIL05.lua.mlur.ad.lvnbb.de>
Date: 2006-12-15T09:26:33Z
From: Peters, Ekkehardt
Subject: Fit Frechet Distribution
A way to solve this problem is transform the three parameters from the
GEV-distribution into Frechet. Have a look at Thomas & Reiss,
Statistical Analysis of Extreme Values, or the thesis of Han Zhongxian,
Actuarial modelling of extremal events... The last is free in the web. I
am myself using the package evd by Alec Stephenson.
Best wishes
Ekkehardt