书目名称 | Pioneering Works on Extreme Value Theory |
副标题 | In Honor of Masaaki |
编辑 | Nobuaki Hoshino,Shuhei Mano,Takaaki Shimura |
视频video | |
概述 | 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 |
丛书名称 | SpringerBriefs in Statistics |
图书封面 |  |
描述 | 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. |
出版日期 | Book 2021 |
关键词 | Risk Analysis; Tail Dependence; Hydrology; Rare Event; Long Tail |
版次 | 1 |
doi | https://doi.org/10.1007/978-981-16-0768-4 |
isbn_softcover | 978-981-16-0767-7 |
isbn_ebook | 978-981-16-0768-4Series ISSN 2191-544X Series E-ISSN 2191-5458 |
issn_series | 2191-544X |
copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapor |