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Multivariate extreme value modelling of laboratory safety data from clinical studies
Author(s) -
Southworth Harry,
Heffernan Janet E.
Publication year - 2012
Publication title -
pharmaceutical statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 38
eISSN - 1539-1612
pISSN - 1539-1604
DOI - 10.1002/pst.1531
Subject(s) - multivariate statistics , extreme value theory , multivariate analysis , interpretation (philosophy) , computer science , statistics , clinical trial , data mining , econometrics , mathematics , medicine , pathology , programming language
Generally, in the interpretation of clinical safety laboratory data, it is extreme values that indicate potential safety issues. We illustrate the application of multivariate extreme value modelling to such data. Applying the methods to a clinical trial dataset, we find unexpected extremal relationships that have potentially important implications for the interpretation of such data. Copyright © 2012 John Wiley & Sons, Ltd.