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Extreme value analysis in biometrics
Author(s) -
Hüsler Jürg
Publication year - 2009
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.200800239
Subject(s) - extreme value theory , univariate , biometrics , context (archaeology) , statistics , goodness of fit , computer science , econometrics , value (mathematics) , mathematics , artificial intelligence , multivariate statistics , geography , archaeology
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.