Gumbel Lecture

The Gumbel Lecture, which was held at the Statistical Week 2006 for the first time, named after the German statistician Emil Julius Gumbel.

As population statistician and founder of the extreme value statistics Gumbel is one of the most important representatives of his trade. Born in 1891 in Munich, He studied mathematics and economics there. After graduating as an actuary, he worked as assistant to Georg Mayr, the founder of the "General Statistical archive" and first chairman of the German Statistical Society. Gumbel doctorate in 1914 at Mayr with his book "The calculation of the population stocks by interpolation". During the first World War Gumbel became an active pacifists. He continued his studies in Berlin and came into contact with Albert Einstein and Ladislaus von Bortkiewicz. influenced by the latter, he turned to the probabilistic theoretical modeling of statistics, specifically the creation of mortality tables. In 1923 he completed his habilitation in Heidelberg for "Mathematical Statistics". With the advent of the Third Reich he had to - because of his Jewish ancestry and his pacifist activities - leave Germany. First, he succeeded, to put into France walk and work with Emile Borel and with Maurice Fréchet. In 1940 he was forced to emigrate to the United States, where he became a professor at Columbia University in 1953 finally. Emil Julius Gumbel starb 1966 in New York.

In the thirties of the 20. Century developed the basics Gumbel extreme value statistics. Based on the actuarial problem of mortality tables and lifetime distributions he examined the maximum independent random variables and directed their marginal distributions ago. The most important writings of this period are "The Random Act of dying" from 1932 and the monograph "La durée extrême de la vie humaine" from 1937. His theoretical insights he turned not only in actuarial mathematics at but also in climate research - specifically in the prediction of floods and other climatic extremes. His major work he published in 1958 in the monograph "Statistics of Extremes".

Overview

year title
2019 Prof. Dr. Axel Books, On the block maxima method in extreme value statistics
2018 Prof. Dr. tatyana Krivobokova, Adaptive estimation and testing in nonparametric regression with dependent errors
2017 Prof. Dr. Carsten Jentsch, Statistical inference on party positions from texts: statistical modeling, bootstrap and adjusting for time effects
2016 Prof. Dr. Hajo Holzmann, Nonparametric Identification and Estimation in a Triangular Random Coefficient Regression Model
2015 Prof. Dr. Christoph Rothe, Partial identication in regression discontinuity designs with manipulated running variables
2014 Prof. Dr. Alexander Aue, The Marcenko-Pastur Law for Linear Time Series
2013 Prof. Dr. Mark Podolskij, Inference and limit theory for ambit fields
2012 Prof. Dr. Davy Paindaveine, Nonparametrically consistent depth-based classifiers
2011 Prof. Dr. Natalie Neumeyer, Specification testing in nonparametric quantile regression
2010 Prof. Dr. Patrik Guggenberger, On the Asymptotic Size of Testing Procedures
2009 Prof. Dr. Martin Wagner, Cointegration Analysis in State Space Systems
2008 Prof. Dr. Michael Wolf, Recent Advances in Multiple Testing
2007 Prof. Dr. Evgueni Spodarev, Spatial risk analysis in non-life insurance
2006 Prof. Dr. Cristiano Varin, On composite marginal likelihood inference for hierarchical models