Bivariate Extreme Analysis of Olympic Swimming Data
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.
AMS Subject Classification60G70 62E10 62G30 62G32 62P99
KeywordsBivariate extreme value theory Generalized extreme value distribution Olympic Games Penalized likelihood Stochastic ordering
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