2009
DOI: 10.1002/bimj.200800239
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Extreme value analysis in biometrics

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… Show more

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Cited by 5 publications
(2 citation statements)
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“…This approach helps to balance the sample size needed to assure statistical validity with the goal of identifying “real” extreme values. In practice, the top 5–10% of observations are selected (Hüsler, 2009). …”
Section: Introductionmentioning
confidence: 99%
“…This approach helps to balance the sample size needed to assure statistical validity with the goal of identifying “real” extreme values. In practice, the top 5–10% of observations are selected (Hüsler, 2009). …”
Section: Introductionmentioning
confidence: 99%
“…The conference's closing session featured a lecture by Jürgen Hüsler on extreme value statistics including applications to medicine, sports sciences and biology. An account of his lecture is published in this issue (Hüsler, 2009).…”
mentioning
confidence: 99%