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Pioneering Works on Extreme Value Theory

In Honor of Masaaki Sibuya

  • Book
  • © 2021

Overview

Editors:
  1. Nobuaki Hoshino

    1. School of Economics, Kanazawa University, Kanazawa, Japan

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  2. Shuhei Mano

    1. The Institute of Statistical Mathematics, Tachikawa, Japan

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  3. Takaaki Shimura

    1. The Institute of Statistical Mathematics, Tachikawa, Japan

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  • Includes rigorously selected contributions
  • Offers a balance of theory and practice, written by active researchers
  • Presents a unified overview of the state of the art in extreme value theory

Part of the book series: SpringerBriefs in Statistics (BRIEFSSTATIST)

Part of the book sub series: JSS Research Series in Statistics (JSSRES)

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Table of contents (6 chapters)

  1. Front Matter

    Pages i-ix
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  2. Parameter Estimation of Generalized Beta Distributions and Its Application to a Historical Tsunami Magnitude Dataset

    • Shuhei Mano, Masaaki Sibuya
    Pages 1-26

  3. Resampling Procedures with Empirical Beta Copulas

    • Anna Kiriliouk, Johan Segers, Hideatsu Tsukahara
    Pages 27-53

  4. Regression Analysis for Imbalanced Binary Data: Multi-dimensional Case

    • Tomonari Sei
    Pages 55-70

  5. An Analysis of Extremes: Semiparametric Efficiency in Regression

    • Akichika Ozeki, Kjell Doksum
    Pages 71-91

  6. Comparison of AMS and POT Analysis with Long Historical Precipitation and Future Change Analysis Using “d4PDF”

    • Shigenobu Tanaka
    Pages 93-112

  7. History and Perspectives of Hydrologic Frequency Analysis in Japan

    • Kaoru Takara
    Pages 113-134
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Keywords

About this book

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.

Editors and Affiliations

  • School of Economics, Kanazawa University, Kanazawa, Japan

    Nobuaki Hoshino

  • The Institute of Statistical Mathematics, Tachikawa, Japan

    Shuhei Mano, Takaaki Shimura

About the editors

Nobuaki Hoshino, Kanazawa University


Shuhei Mano, The Institute of Statistical Mathematics


Takaaki Shimura, The Institute of Statistical Mathematics   


Bibliographic Information

  • Book Title: Pioneering Works on Extreme Value Theory

  • Book Subtitle: In Honor of Masaaki Sibuya

  • Editors: Nobuaki Hoshino, Shuhei Mano, Takaaki Shimura

  • Series Title: SpringerBriefs in Statistics

  • DOI: https://doi.org/10.1007/978-981-16-0768-4

  • Publisher: Springer Singapore

  • eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)

  • Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2021

  • Softcover ISBN: 978-981-16-0767-7Published: 05 June 2021

  • eBook ISBN: 978-981-16-0768-4Published: 04 June 2021

  • Series ISSN: 2191-544X

  • Series E-ISSN: 2191-5458

  • Edition Number: 1

  • Number of Pages: IX, 134

  • Number of Illustrations: 26 b/w illustrations, 2 illustrations in colour

  • Topics: Applied Statistics, Statistical Theory and Methods, Econometrics

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