Alternative estimation methods for the estimation of Frechet distribution parameters

In this study, the shape parameter of the Frechet distribution is estimated using simple linear regression model. The ordinary least squares (OLS) and robust estimation method M estimator are considered as the estimation method. Simulation study is conducted to compare effectiveness of estimator based on data set with and without outliers. As a result, it is seen from the simulation result that robust estimation method is more effective than the OLS