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Modelling record times in sport with extreme value methods


Citation

Adam, Mohd Bakri and Tawn, Jonathan A. (2016) Modelling record times in sport with extreme value methods. Malaysian Journal of Mathematical Sciences, 10 (1). pp. 1-21. ISSN 1823-8343; ESSN: 2289-750X

Abstract / Synopsis

We exploit connections between extreme value theory and record processes to develop inference methods for record processes. Record processes have trends in them even when the underlying process is stationary. We study the problem of estimating the underlying trend in times achieved in sports from record data. We develop new methods for inference, simulating record series in non-stationary contexts, and assessing fit which account for the censored characteristic of record data and we apply these methods to athletics and swimming data.


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Additional Metadata

Item Type: Article
Divisions: Faculty of Science
Publisher: Institute for Mathematical Research, Universiti Putra Malaysia
Keywords: Athletics; Extreme value theory; Poisson process; Records; Swimming
Depositing User: Nurul Ainie Mokhtar
Date Deposited: 03 Aug 2016 02:36
Last Modified: 03 Aug 2016 02:36
URI: http://psasir.upm.edu.my/id/eprint/29336
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