1 citations · 1 across the 4 of their papers we have counts for
Showing 2026Show all
2 papers · 1 filter
stat.ME2026
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…
stat.ME2026
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…