Article,
Extreme value analysis in biometrics
Biometrical Journal, 51 (2): 252--272 (2009)
DOI: 10.1002/bimj.200800239
Abstract
Abstract 10.1002/bimj.200800239.abs 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.
