5 citations · 9 across the 12 of their papers we have counts for
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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…
Sure independence screening for covariate-dependent extreme value index estimation
Takuma Yoshida, Yuta Umezu
One of the main topics in extreme value analysis is the estimation of the extreme value index, which characterizes the tail behavior of a distribution. Although covariate dependent…
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…