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Pioneering Works on Extreme Value Theory In Honor of Masaaki Sibuya

SKU: 9789811607684

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Full Title

Pioneering Works on Extreme Value Theory In Honor of Masaaki Sibuya

Author(s)

Author

Edition
ISBN

9789811607684, 9789811607677

Publisher

Springer

Format

PDF and EPUB

Description

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.