The Gumbel lecture, which was held for the first time at the Statistical Week in 2006, is named after the German statistician Emil Julius Gumbel..
As population statistician and founder of the extreme value statistics, Gumble, was one of the most important representatives of his profession. He was born in 1891 in Munich, and there he studied mathematics and economics. After graduating as an actuary, he worked as an assistant for Georg von Mayr, the founder of the "General Statistical Archives" and the first chairman of the German Statistical Society. Gumbel obtained his PhD under Mayr with his paper “The Calculation of Population Stocks by Interpolation" in 1914.
During the First World War, Gumbel became an active pacifist and he continued his studies in Berlin where he came into contact with Albert Einstein and Ladislaus Bortkiewicz. He was influenced by Ladislaus Bortkiewicz and he started to work on probability-theoretical modeling of the statistics, especially the creation of mortality tables.
In 1923, Gumbel completed his postdoctoral lecture qualification in Heidelberg in "Mathematical Statistics" and with the appearance of the Third Empire; he had to leave Germany because of his Jewish descent and his pacifist activities. Once Gumbel left Germany, he managed to gain ground in France and worked at Emile Borel and Maurice Fréchet.
In the 1930’s, Gumbel developed the fundamentals of the extreme value statistics which was based on the actuarial problem of mortality tables and lifetime distributions. Gumbel examined the maximum of independent random variables and from this he derives their marginal distributions. Gumbel’s most important writings of this period are "The Random Act of Dying" in 1932 and the monograph, "The Extreme Length of Human Life" in 1937.
In 1940, Gumbel was forced to immigrate to the United States, where he would finally hold a chair at Columbia University in 1953 where Gumbel did not only use his theoretical findings for actuarial mathematics but also for climate research, specifically in the prediction of overflows and other climatic extremes. His major work was published in 1958 in the monograph "Statistics of Extremes".
|2017||Carsten Jentsch, Statistical inference on party positions from texts: statistical modeling, bootstrap and adjusting for time effects|
|2016||Holzmann, Hajo, Nonparametric Identification and Estimation in a Triangular Random Coefficient Regression Model|
|2015||Rothe, Christoph, Partial identication in regression discontinuity designs with manipulated running variables|
|2014||Aue, Alexander, The Marcenko-Pastur Law for Linear Time Series|
|2013||Podolskij, Mark, Inference and limit theory for ambit fields|
Paindaveine, Davy, Nonparametrically consistent depth-based classifiers
Neumeyer, Natalie, Specification testing in nonparametric quantile regression
Guggenberger, Patrik, On the Asymptotic Size of Testing Procedures
Wagner, Martin, Cointegration Analysis in State Space Systems
Wolf, Michael, Recent Advances in Multiple Testing
Spodarev, Evgueni., Räumliche Risikoanalyse in der Schadensversicherung
Varin, Cristiano., On composite marginal likelihood inference for hierarchical models
- GUMBEL, E. J. (1932). Das Zufallsgesetz des Sterbens. Ergänzungshefte zum Deutschen Statistischen Zentralblatt, Heft 12, 66 pp, Leipzig & Berlin.
- GUMBEL, E. J. (1958). Statistics of Extremes. 375 pp, Columbia University Press, New York
- HEYDE, C. C. / SENETA, E. / CREPEL, P., eds. (2006): Statisticians of the Centuries. Springer, New York.
- JANSEN, C. (1991). Emil Julius Gumbel. Portrait eines Zivilisten. Wunderhorn, Heidelberg.