Pioneering Works on Extreme Value Theory

In Honor of Masaaki Sibuya

Nobuaki Hoshino, Shuhei Mano, Takaaki Shimura (Herausgeber)

Buch | Softcover

134 Seiten

2021 | 1st ed. 2021
Springer Verlag, Singapore
978-981-16-0767-7 (ISBN)

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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.

Nobuaki Hoshino, Kanazawa University Shuhei Mano, The Institute of Statistical Mathematics Takaaki Shimura, The Institute of Statistical Mathematics

Chap. 1 Estimation of generalized beta distributions (Authors: Sibuya and Mano).- Chap. 2 On Some Resampling Procedures with the Empirical Beta Copula (Kiriliouk, Segers and Tsukahara).- Chap. 3 Regression Analysis for Imbalanced Binary Data: Multi-Dimensional Case (Sei).- Chap. 4 An Analysis of Extremes: Semiparametric Efficiency in Regression (Ozeki and Doksum).- Chap. 5 Future Change in Relationships among Extreme Precipitation Statistics Using “d4PDF” (Tanaka).- Chap. 6 History and Perspectives of Hydrological Frequency Analysis in Japan (Takara).

Erscheinungsdatum	11.06.2021
Reihe/Serie	JSS Research Series in Statistics
Reihe/Serie	SpringerBriefs in Statistics
Zusatzinfo	2 Illustrations, color; 26 Illustrations, black and white; IX, 134 p. 28 illus., 2 illus. in color.
Verlagsort	Singapore
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
Schlagworte	Hydrology • long tail • Rare Event • risk analysis • Tail Dependence
ISBN-10	981-16-0767-2 / 9811607672
ISBN-13	978-981-16-0767-7 / 9789811607677
Zustand	Neuware