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JSS Research Series in Statistics

Pioneering Works on Extreme Value Theory

In Honor of Masaaki Sibuya

Editors: Hoshino, Nobuaki, Mano, Shuhei, Shimura, Takaaki (Eds.)

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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
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eBook $54.99
price for USA in USD
  • ISBN 978-981-16-0768-4
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.99
price for USA in USD
  • ISBN 978-981-16-0767-7
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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.

About the authors

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

Table of contents (6 chapters)

Table of contents (6 chapters)
  • Parameter Estimation of Generalized Beta Distributions and Its Application to a Historical Tsunami Magnitude Dataset

    Pages 1-26

    Mano, Shuhei (et al.)

  • Resampling Procedures with Empirical Beta Copulas

    Pages 27-53

    Kiriliouk, Anna (et al.)

  • Regression Analysis for Imbalanced Binary Data: Multi-dimensional Case

    Pages 55-70

    Sei, Tomonari

  • An Analysis of Extremes: Semiparametric Efficiency in Regression

    Pages 71-91

    Ozeki, Akichika (et al.)

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

    Pages 93-112

    Tanaka, Shigenobu

Buy this book

eBook $54.99
price for USA in USD
  • ISBN 978-981-16-0768-4
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.99
price for USA in USD
  • ISBN 978-981-16-0767-7
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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Bibliographic Information

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
JSS Research Series in Statistics
Copyright
2021
Publisher
Springer Singapore
Copyright Holder
The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.
eBook ISBN
978-981-16-0768-4
DOI
10.1007/978-981-16-0768-4
Softcover ISBN
978-981-16-0767-7
Series ISSN
2364-0057
Edition Number
1
Number of Pages
IX, 134
Number of Illustrations
26 b/w illustrations, 2 illustrations in colour
Topics