Hoshino / Mano / Shimura Pioneering Works on Extreme Value Theory

In Honor of Masaaki Sibuya
1. Auflage 2021
ISBN: 978-981-16-0768-4
Verlag: Springer Singapore
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 134 Seiten, eBook

Reihe: JSS Research Series in Statistics

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.

Zielgruppe

Research

Autoren/Hrsg.

Hoshino, Nobuaki

Mano, Shuhei

Shimura, Takaaki

Inhaltsverzeichnis

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).

Über Autor(innen)

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