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Pioneering Works on Extreme Value Theory: In Honor of Masaaki Sibuya
Pioneering Works on Extreme Value Theory: In Honor of Masaaki Sibuya
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- More about Pioneering Works on Extreme Value Theory: In Honor of Masaaki Sibuya
The 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. It discusses topics such as parameter estimation, resampling, and regression analysis, as well as the long-term analysis of extreme precipitation and hydrology.
Format: Paperback / softback
Length: 134 pages
Publication date: 05 June 2021
Publisher: Springer Verlag, Singapore
This comprehensive book serves as a valuable resource for researchers and practitioners in the field of extreme value theory. It presents a collection of articles that delve into various developments and applications of the bivariate extreme value distribution, a seminal paper written by Professor Masaaki Sibuya in 1960. Spanning over half a century, these articles showcase the remarkable progress made in this area of research. Written by esteemed active researchers, the book offers a unique blend of theoretical insights and practical applications, covering a wide range of topics from theory to practice.
The contributions in this book address crucial aspects of extreme value theory, including parameter estimation techniques for the generalized beta distribution, resampling methods using the empirical beta copula, and regression analysis on imbalanced binary data. Additionally, the book explores semiparametric estimation of the upper bound of extrema, long-term analysis of extreme precipitation over Japanese river basins, and various rules of thumb in hydrology.
By presenting a diverse range of topics, this book provides readers with a comprehensive understanding of the state-of-the-art in extreme value theory. It serves as a valuable reference for both academic scholars and professionals working in fields such as statistics, finance, meteorology, and hydrology. The contributions offer insightful perspectives and cutting-edge research, contributing to the ongoing development of this field.
In conclusion, this book is a must-read for anyone interested in advancing their knowledge and understanding of extreme value theory. It offers a comprehensive and up-to-date overview of the field, covering a wide range of topics and providing valuable insights into the latest developments and applications.
Weight: 454g
Dimension: 235 x 155 (mm)
ISBN-13: 9789811607677
Edition number: 1st ed. 2021
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