1 citations · 1 across the 4 of their papers we have counts for
4 papers
Structural grouping of extreme value models via graph fused lasso
Takuma Yoshida, Koki Momoki, Shuichi Kawano
The generalized Pareto distribution (GPD) is a fundamental model for analyzing the tail behavior of a distribution. In particular, the shape parameter of the GPD characterizes the…
Small area estimation of dependent extreme value indices
Koki Momoki, Takuma Yoshida
In extreme value analysis, tail behavior of a heavy-tailed data distribution is modeled by a Pareto-type distribution in which the so-called extreme value index (EVI) controls the…
Mixed effects models for extreme value index regression
Koki Momoki, Takuma Yoshida
Extreme value theory (EVT) provides an elegant mathematical tool for the statistical analysis of rare events. When data are collected from multiple population subgroups, because so…
Hypothesis testing for varying coefficient models in tail index regression
Koki Momoki, Takuma Yoshida
This study examines the varying coefficient model in tail index regression. The varying coefficient model is an efficient semiparametric model that avoids the curse of dimensionali…