Extreme value analysis in biometrics

✍ Scribed by Jürg Hüsler

• Book ID: 102758119
• Publisher: John Wiley and Sons
• Year: 2009
• Tongue: English
• Weight: 738 KB
• Volume: 51
• Category: Article
• ISSN: 0323-3847
• DOI: 10.1002/bimj.200800239

✦ Synopsis

Abstract

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.