Pioneering Works on Extreme Value Theory (Heftet)

In Honor of Masaaki Sibuya

Serie: JSS Research Series in Statistics 

Innbinding: Heftet
Utgivelsesår: 2021
Antall sider: 134
Forlag: Springer Verlag, Singapore
Språk: Engelsk
ISBN/EAN: 9789811607677
Kategori: Matematikk
Omtale Pioneering Works on Extreme Value Theory
This book presents the state of the art in extreme value theory, with a collection of articles related to a seminal paper on the bivariate extreme value distribution written by Professor Masaaki Sibuya in 1960, demonstrating various developments of the original idea over the last half-century. Written by active researchers, the unique combination of articles allows readers to gain a sense of the excellence of the field, ranging from theory to practice, and the tradition of theoretical developments motivated by practically important issues such as tsunamis and financial crises. The contributions discuss a range of topics, including the parameter estimation of the generalized beta distribution, resampling with the empirical beta copula, and regression analysis on imbalanced binary data, as well as the semiparametric estimation of the upper bound of extrema, the long-term analysis of extreme precipitation over Japanese river basins, and various rules of thumb in hydrology.

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