Multivariate extreme value modelling of laboratory safety data from clinical studies
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Updated: May 19, 2026

An R-Based Landscape Validation of a Competing Risk Model
Published on: September 16, 2022
Harry Southworth1, Janet E Heffernan
1AstraZeneca, Clinical Information Science, FE2 A/2, Parklands, Alderley Park, Macclesfield, Cheshire, UK. harry.southworth@astrazeneca.com
Abstract:
Generally, in the interpretation of clinical safety laboratory data, it is extreme values that indicate potential safety issues. We illustrate the application of multivariate extreme value modelling to such data. Applying the methods to a clinical trial dataset, we find unexpected extremal relationships that have potentially important implications for the interpretation of such data.
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