Journal article
Extreme value analysis in biometrics.
- Hüsler J Department of Mathematical Statistics, University of Bern, Sidlerstrasse 5, CH-3012 Bern, Switzerland. juerg.huesler@stat.unibe.ch
- 2009-04-10
Published in:
- Biometrical journal. Biometrische Zeitschrift. - 2009
English
We review some approaches of extreme value analysis in the context of biometrical applications. The classical extreme value analysis is based on iid random variables. Two different general methods are applied, which will be discussed together with biometrical examples. Different estimation, testing, goodness-of-fit procedures for applications are discussed. Furthermore, some non-classical situations are considered where the data are possibly dependent, where a non-stationary behavior is observed in the data or where the observations are not univariate. A few open problems are also stated.
- Language
-
- English
- Open access status
- closed
- Identifiers
-
- DOI 10.1002/bimj.200800239
- PMID 19358216
- Persistent URL
- https://sonar.ch/global/documents/172554
Statistics
Document views: 25
File downloads: