Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - Bivariate extreme analysis of olympic swimming data
AU - Adam, M. Bakri
AU - Tawn, Jonathan Angus
PY - 2012
Y1 - 2012
N2 - We model the times of the gold medalist swimmers in the Olympic Games. As the data represent an extreme value we use methods from extreme value theory. Features of the recorded variables lead to the inclusion of mixed parametric and nonparametric modeling for the marginal nonstationarity, constraints on marginal parameters to account for stochastic ordering between times from different events, and bivariate modeling to capture dependence across winning event times. Our analysis provides greater insight into the progression of winning times.
AB - We model the times of the gold medalist swimmers in the Olympic Games. As the data represent an extreme value we use methods from extreme value theory. Features of the recorded variables lead to the inclusion of mixed parametric and nonparametric modeling for the marginal nonstationarity, constraints on marginal parameters to account for stochastic ordering between times from different events, and bivariate modeling to capture dependence across winning event times. Our analysis provides greater insight into the progression of winning times.
KW - 60G70
KW - 62E10
KW - 62G32
KW - 62P99
KW - Bivariate extreme value theory
KW - Generalized extreme value distribution
KW - Olympic games
KW - Penalalized likelihood
KW - Stochastic ordering
KW - 62G30
U2 - 10.1080/15598608.2012.695702
DO - 10.1080/15598608.2012.695702
M3 - Journal article
VL - 6
SP - 510
EP - 523
JO - Journal of Statistical Theory and Practice
JF - Journal of Statistical Theory and Practice
SN - 1559-8616
IS - 3
ER -