Statistics for near independence in multivariate extreme values. Zbl 0865.62040
Ledford, Anthony W.; Tawn, Jonathan A. |
|
1996
|
Model-based geostatistics. (With discussion). Zbl 0904.62119
Diggle, P. J.; Tawn, J. A.; Moyeed, R. A. |
|
1998
|
Dependence measures for extreme value analyses. Zbl 0972.62030
Coles, Stuart; Heffernan, Janet; Tawn, Jonathan |
|
1999
|
Modelling dependence within joint tail regions. Zbl 0886.62063
Ledford, Anthony W.; Tawn, Jonathan A. |
|
1997
|
Bivariate extreme value theory: Models and estimation. Zbl 0653.62045
Tawn, Jonathan A. |
|
1988
|
A conditional approach for multivariate extreme values. (With discussion). Zbl 1046.62051
Heffernan, Janet E.; Tawn, Jonathan A. |
|
2004
|
Modelling extreme multivariate events. Zbl 0800.60020
Coles, Stuart G.; Tawn, Jonathan A. |
|
1991
|
A dependence measure for multivariate and spatial extreme values: properties and inference. Zbl 1035.62045
Schlather, Martin; Tawn, Jonathan A. |
|
2003
|
Modelling multivariate extreme value distributions. Zbl 0716.62051
Tawn, Jonathan A. |
|
1990
|
Statistical methods for multivariate extremes: An application to structural design. Zbl 0825.62717
Coles, S. G.; Tawn, J. A. |
|
1994
|
Markov chain models for threshold exceedances. Zbl 0891.60047
Smith, Richard L.; Tawn, Jonathan A.; Coles, Stuart G. |
|
1997
|
Dependence modelling for spatial extremes. Zbl 1318.62160
Wadsworth, Jennifer L.; Tawn, Jonathan A. |
|
2012
|
Diagnostics for dependence within time series extremes. Zbl 1065.62156
Ledford, Anthony W.; Tawn, Jonathan A. |
|
2003
|
Concomitant tail behaviour for extremes. Zbl 0905.60034
Ledford, Anthony W.; Tawn, Jonathan A. |
|
1998
|
Efficient inference for spatial extreme value processes associated to log-Gaussian random functions. Zbl 1400.62104
Wadsworth, Jennifer L.; Tawn, Jonathan A. |
|
2014
|
Modelling extremes of the areal rainfall process. Zbl 0863.60041
Coles, Stuart G.; Tawn, Jonathan A. |
|
1996
|
Statistics of multivariate extremes. Zbl 0715.62095
Smith, R. L.; Tawn, J. A.; Yuen, H. K. |
|
1990
|
A sequential smoothing algorithm with linear computational cost. Zbl 1406.62093
Fearnhead, Paul; Wyncoll, David; Tawn, Jonathan |
|
2010
|
A comparison of methods for estimating the extremal index. Zbl 0965.62044
Ancona-Navarrete, Miguel A.; Tawn, Jonathan A. |
|
2000
|
Inequalities for the extremal coefficients of multivariate extreme value distributions. Zbl 1035.60013
Schlather, Martin; Tawn, Jonathan |
|
2002
|
Exploiting occurrence times in likelihood inference for componentwise maxima. Zbl 1068.62019
Stephenson, Alec; Tawn, Jonathan |
|
2005
|
Asymptotically (in)dependent multivariate maxima of moving maxima process. Zbl 1150.60030
Heffernan, Janet E.; Tawn, Jonathan A.; Zhang, Zhengjun |
|
2007
|
Extremal analysis of processes sampled at different frequencies. Zbl 0976.62093
Robinson, Michael E.; Tawn, Jonathan A. |
|
2000
|
Extended generalised Pareto models for tail estimation. Zbl 1251.62020
Papastathopoulos, Ioannis; Tawn, Jonathan A. |
|
2013
|
Modelling across extremal dependence classes. Zbl 1414.62165
Wadsworth, J. L.; Tawn, J. A.; Davison, A. C.; Elton, D. M. |
|
2017
|
Modelling extreme-value dependence in international stock markets. Zbl 1034.62106
Poon, Ser-Huang; Rockinger, Michael; Tawn, Jonathan |
|
2003
|
Estimation of the conditional distribution of a multivariate variable given that one of its components is large: additional constraints for the Heffernan and Tawn model. Zbl 1259.62014
Keef, Caroline; Papastathopoulos, Ioannis; Tawn, Jonathan A. |
|
2013
|
Models for the extremes of Markov chains. Zbl 0926.60044
Bortot, Paola; Tawn, Jonathan A. |
|
1998
|
A new representation for multivariate tail probabilities. Zbl 1284.60107
Wadsworth, J. L.; Tawn, J. A. |
|
2013
|
New estimators for the extremal index and other cluster characteristics. Zbl 1053.62065
Laurini, Fabrizio; Tawn, Jonathan A. |
|
2003
|
Comparison of approaches for estimating the probability of coastal flooding. Zbl 0905.62123
Bruun, John T.; Tawn, Jonathan A. |
|
1998
|
Bayesian inference for extremes: accounting for the three extremal types. Zbl 1090.62025
Stephenson, Alec; Tawn, Jonathan |
|
2004
|
The multivariate Gaussian tail model: an application to oceanographic data. Zbl 0944.62110
Bortot, Paola; Coles, Stuart; Tawn, Jonathan |
|
2000
|
Estimating probabilities of extreme sea-levels. Zbl 0825.62988
Tawn, J. A. |
|
1992
|
Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds. Zbl 1234.62061
Eastoe, Emma F.; Tawn, Jonathan A. |
|
2012
|
Estimating the probability of widespread flood events. Zbl 1525.62154
Keef, Caroline; Tawn, Jonathan A.; Lamb, Rob |
|
2013
|
Determining the dependence structure of multivariate extremes. Zbl 1451.62059
Simpson, E. S.; Wadsworth, J. L.; Tawn, J. A. |
|
2020
|
Ordered multivariate extremes. Zbl 0910.62054
Nadarajah, S.; Anderson, C. W.; Tawn, J. A. |
|
1998
|
Extremal analysis of short series with outliers: sea-levels and athletic records. Zbl 0964.62036
Barão, M. Isabel; Tawn, Jonathan A. |
|
1999
|
Basin-wide spatial conditional extremes for severe ocean storms. Zbl 1473.60087
Shooter, Rob; Tawn, Jonathan; Ross, Emma; Jonathan, Philip |
|
2021
|
Regular variation and extremal dependence of GARCH residuals with application to market risk measures. Zbl 1161.62072
Laurini, Fabrizio; Tawn, Jonathan A. |
|
2009
|
Accounting for choice of measurement scale in extreme value modeling. Zbl 1202.62066
Wadsworth, J. L.; Tawn, J. A.; Jonathan, P. |
|
2010
|
Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling. Zbl 1411.62127
Wadsworth, J. L.; Tawn, J. A. |
|
2012
|
Extreme value modelling of water-related insurance claims. Zbl 1393.62047
Rohrbeck, Christian; Eastoe, Emma F.; Frigessi, Arnoldo; Tawn, Jonathan A. |
|
2018
|
The extremal index for GARCH(1,1) processes. Zbl 1329.60154
Laurini, Fabrizio; Tawn, Jonathan A. |
|
2012
|
Conditioned limit laws for inverted max-stable processes. Zbl 1345.60047
Papastathopoulos, Ioannis; Tawn, Jonathan A. |
|
2016
|
Bayesian spatial clustering of extremal behavior for hydrological variables. Zbl 07499884
Rohrbeck, Christian; Tawn, Jonathan A. |
|
2021
|
Extreme events of Markov chains. Zbl 1425.60051
Papastathopoulos, I.; Strokorb, K.; Tawn, J. A.; Butler, A. |
|
2017
|
Discussion of “Statistical modeling of spatial extremes” by A. C. Davison, S. A. Padoan and M. Ribatet. Zbl 1330.86024
Gabda, Darmesah; Towe, Ross; Wadsworth, Jennifer; Tawn, Jonathan |
|
2012
|
Modelling extremes of spatial aggregates of precipitation using conditional methods. Zbl 1498.62291
Richards, Jordan; Tawn, Jonathan A.; Brown, Simon |
|
2022
|
Statistical downscaling for future extreme wave heights in the North Sea. Zbl 1383.62316
Towe, Ross; Eastoe, Emma; Tawn, Jonathan; Jonathan, Philip |
|
2017
|
Modification of Pickands’ dependence function for ordered bivariate extreme distribution. Zbl 1220.62054
Adam, M. B.; Tawn, J. A. |
|
2011
|
Modelling the effect of the El Niño-Southern Oscillation on extreme spatial temperature events over Australia. Zbl 1454.62466
Winter, Hugo C.; Tawn, Jonathan A.; Brown, Simon J. |
|
2016
|
Portfolio risk assessment using multivariate extreme value methods. Zbl 1303.91158
Hilal, Sawsan; Poon, Ser-Huang; Tawn, Jonathan |
|
2014
|
Bayesian uncertainty management in temporal dependence of extremes. Zbl 1360.62246
Lugrin, Thomas; Davison, A. C.; Tawn, J. A. |
|
2016
|
A generalised student’s \(t\)-distribution. Zbl 1259.60019
Papastathopoulos, Ioannis; Tawn, Jonathan A. |
|
2013
|
Extreme value analysis of a large designed experiment: a case study in bulk carrier safety. Zbl 1023.62118
Heffernan, Janet E.; Tawn, Jonathan A. |
|
2001
|
Diagnostics for pairwise extremal dependence in spatial processes. Zbl 1036.62094
Ancona-Navarrete, Miguel A.; Tawn, Jonathan A. |
|
2003
|
The effect of non-stationarity on extreme sea-level estimation. Zbl 0923.62128
Dixon, Mark J.; Tawn, Jonathan A. |
|
1999
|
Dependence properties of multivariate max-stable distributions. Zbl 1360.62248
Papastathopoulos, Ioannis; Tawn, Jonathan A. |
|
2014
|
Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation. Zbl 1302.62114
Eastoe, Emma F.; Heffernan, Janet E.; Tawn, Jonathan A. |
|
2014
|
Self-consistent estimation of conditional multivariate extreme value distributions. Zbl 1293.62112
Liu, Ye; Tawn, Jonathan A. |
|
2014
|
Seasonal effects of extreme surges. Zbl 1120.62339
Coles, Stuart; Tawn, Jonathan |
|
2005
|
Modelling the clustering of extreme events for short-term risk assessment. Zbl 07225439
Towe, Ross; Tawn, Jonathan; Eastoe, Emma; Lamb, Rob |
|
2020
|
Bivariate extreme analysis of Olympic swimming data. Zbl 1426.62401
Adam, M. B.; Tawn, J. A. |
|
2012
|
Statistics for extreme sea currents. Zbl 0908.62120
Robinson, Michael E.; Tawn, Jonathan A. |
|
1997
|
Modeling the extremes of bivariate mixture distributions with application to oceanographic data. Zbl 07707247
Tendijck, Stan; Eastoe, Emma; Tawn, Jonathan; Randell, David; Jonathan, Philip |
|
2023
|
Properties of extremal dependence models built on bivariate MAX-linearity. Zbl 1358.60068
Kereszturi, Mónika; Tawn, Jonathan |
|
2017
|
A Poisson process reparameterisation for Bayesian inference for extremes. Zbl 1373.60091
Sharkey, Paul; Tawn, Jonathan A. |
|
2017
|
\(k\)th-order Markov extremal models for assessing heatwave risks. Zbl 1373.60092
Winter, Hugo C.; Tawn, Jonathan A. |
|
2017
|
On the tail behaviour of aggregated random variables. Zbl 1521.62076
Richards, Jordan; Tawn, Jonathan A. |
|
2022
|
Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes. Zbl 1499.62022
Laurini, Fabrizio; Fearnhead, Paul; Tawn, Jonathan |
|
2022
|
Modeling the extremes of bivariate mixture distributions with application to oceanographic data. Zbl 07707247
Tendijck, Stan; Eastoe, Emma; Tawn, Jonathan; Randell, David; Jonathan, Philip |
|
2023
|
Modelling extremes of spatial aggregates of precipitation using conditional methods. Zbl 1498.62291
Richards, Jordan; Tawn, Jonathan A.; Brown, Simon |
|
2022
|
On the tail behaviour of aggregated random variables. Zbl 1521.62076
Richards, Jordan; Tawn, Jonathan A. |
|
2022
|
Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes. Zbl 1499.62022
Laurini, Fabrizio; Fearnhead, Paul; Tawn, Jonathan |
|
2022
|
Basin-wide spatial conditional extremes for severe ocean storms. Zbl 1473.60087
Shooter, Rob; Tawn, Jonathan; Ross, Emma; Jonathan, Philip |
|
2021
|
Bayesian spatial clustering of extremal behavior for hydrological variables. Zbl 07499884
Rohrbeck, Christian; Tawn, Jonathan A. |
|
2021
|
Determining the dependence structure of multivariate extremes. Zbl 1451.62059
Simpson, E. S.; Wadsworth, J. L.; Tawn, J. A. |
|
2020
|
Modelling the clustering of extreme events for short-term risk assessment. Zbl 07225439
Towe, Ross; Tawn, Jonathan; Eastoe, Emma; Lamb, Rob |
|
2020
|
Extreme value modelling of water-related insurance claims. Zbl 1393.62047
Rohrbeck, Christian; Eastoe, Emma F.; Frigessi, Arnoldo; Tawn, Jonathan A. |
|
2018
|
Modelling across extremal dependence classes. Zbl 1414.62165
Wadsworth, J. L.; Tawn, J. A.; Davison, A. C.; Elton, D. M. |
|
2017
|
Extreme events of Markov chains. Zbl 1425.60051
Papastathopoulos, I.; Strokorb, K.; Tawn, J. A.; Butler, A. |
|
2017
|
Statistical downscaling for future extreme wave heights in the North Sea. Zbl 1383.62316
Towe, Ross; Eastoe, Emma; Tawn, Jonathan; Jonathan, Philip |
|
2017
|
Properties of extremal dependence models built on bivariate MAX-linearity. Zbl 1358.60068
Kereszturi, Mónika; Tawn, Jonathan |
|
2017
|
A Poisson process reparameterisation for Bayesian inference for extremes. Zbl 1373.60091
Sharkey, Paul; Tawn, Jonathan A. |
|
2017
|
\(k\)th-order Markov extremal models for assessing heatwave risks. Zbl 1373.60092
Winter, Hugo C.; Tawn, Jonathan A. |
|
2017
|
Conditioned limit laws for inverted max-stable processes. Zbl 1345.60047
Papastathopoulos, Ioannis; Tawn, Jonathan A. |
|
2016
|
Modelling the effect of the El Niño-Southern Oscillation on extreme spatial temperature events over Australia. Zbl 1454.62466
Winter, Hugo C.; Tawn, Jonathan A.; Brown, Simon J. |
|
2016
|
Bayesian uncertainty management in temporal dependence of extremes. Zbl 1360.62246
Lugrin, Thomas; Davison, A. C.; Tawn, J. A. |
|
2016
|
Efficient inference for spatial extreme value processes associated to log-Gaussian random functions. Zbl 1400.62104
Wadsworth, Jennifer L.; Tawn, Jonathan A. |
|
2014
|
Portfolio risk assessment using multivariate extreme value methods. Zbl 1303.91158
Hilal, Sawsan; Poon, Ser-Huang; Tawn, Jonathan |
|
2014
|
Dependence properties of multivariate max-stable distributions. Zbl 1360.62248
Papastathopoulos, Ioannis; Tawn, Jonathan A. |
|
2014
|
Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation. Zbl 1302.62114
Eastoe, Emma F.; Heffernan, Janet E.; Tawn, Jonathan A. |
|
2014
|
Self-consistent estimation of conditional multivariate extreme value distributions. Zbl 1293.62112
Liu, Ye; Tawn, Jonathan A. |
|
2014
|
Extended generalised Pareto models for tail estimation. Zbl 1251.62020
Papastathopoulos, Ioannis; Tawn, Jonathan A. |
|
2013
|
Estimation of the conditional distribution of a multivariate variable given that one of its components is large: additional constraints for the Heffernan and Tawn model. Zbl 1259.62014
Keef, Caroline; Papastathopoulos, Ioannis; Tawn, Jonathan A. |
|
2013
|
A new representation for multivariate tail probabilities. Zbl 1284.60107
Wadsworth, J. L.; Tawn, J. A. |
|
2013
|
Estimating the probability of widespread flood events. Zbl 1525.62154
Keef, Caroline; Tawn, Jonathan A.; Lamb, Rob |
|
2013
|
A generalised student’s \(t\)-distribution. Zbl 1259.60019
Papastathopoulos, Ioannis; Tawn, Jonathan A. |
|
2013
|
Dependence modelling for spatial extremes. Zbl 1318.62160
Wadsworth, Jennifer L.; Tawn, Jonathan A. |
|
2012
|
Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds. Zbl 1234.62061
Eastoe, Emma F.; Tawn, Jonathan A. |
|
2012
|
Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling. Zbl 1411.62127
Wadsworth, J. L.; Tawn, J. A. |
|
2012
|
The extremal index for GARCH(1,1) processes. Zbl 1329.60154
Laurini, Fabrizio; Tawn, Jonathan A. |
|
2012
|
Discussion of “Statistical modeling of spatial extremes” by A. C. Davison, S. A. Padoan and M. Ribatet. Zbl 1330.86024
Gabda, Darmesah; Towe, Ross; Wadsworth, Jennifer; Tawn, Jonathan |
|
2012
|
Bivariate extreme analysis of Olympic swimming data. Zbl 1426.62401
Adam, M. B.; Tawn, J. A. |
|
2012
|
Modification of Pickands’ dependence function for ordered bivariate extreme distribution. Zbl 1220.62054
Adam, M. B.; Tawn, J. A. |
|
2011
|
A sequential smoothing algorithm with linear computational cost. Zbl 1406.62093
Fearnhead, Paul; Wyncoll, David; Tawn, Jonathan |
|
2010
|
Accounting for choice of measurement scale in extreme value modeling. Zbl 1202.62066
Wadsworth, J. L.; Tawn, J. A.; Jonathan, P. |
|
2010
|
Regular variation and extremal dependence of GARCH residuals with application to market risk measures. Zbl 1161.62072
Laurini, Fabrizio; Tawn, Jonathan A. |
|
2009
|
Asymptotically (in)dependent multivariate maxima of moving maxima process. Zbl 1150.60030
Heffernan, Janet E.; Tawn, Jonathan A.; Zhang, Zhengjun |
|
2007
|
Exploiting occurrence times in likelihood inference for componentwise maxima. Zbl 1068.62019
Stephenson, Alec; Tawn, Jonathan |
|
2005
|
Seasonal effects of extreme surges. Zbl 1120.62339
Coles, Stuart; Tawn, Jonathan |
|
2005
|
A conditional approach for multivariate extreme values. (With discussion). Zbl 1046.62051
Heffernan, Janet E.; Tawn, Jonathan A. |
|
2004
|
Bayesian inference for extremes: accounting for the three extremal types. Zbl 1090.62025
Stephenson, Alec; Tawn, Jonathan |
|
2004
|
A dependence measure for multivariate and spatial extreme values: properties and inference. Zbl 1035.62045
Schlather, Martin; Tawn, Jonathan A. |
|
2003
|
Diagnostics for dependence within time series extremes. Zbl 1065.62156
Ledford, Anthony W.; Tawn, Jonathan A. |
|
2003
|
Modelling extreme-value dependence in international stock markets. Zbl 1034.62106
Poon, Ser-Huang; Rockinger, Michael; Tawn, Jonathan |
|
2003
|
New estimators for the extremal index and other cluster characteristics. Zbl 1053.62065
Laurini, Fabrizio; Tawn, Jonathan A. |
|
2003
|
Diagnostics for pairwise extremal dependence in spatial processes. Zbl 1036.62094
Ancona-Navarrete, Miguel A.; Tawn, Jonathan A. |
|
2003
|
Inequalities for the extremal coefficients of multivariate extreme value distributions. Zbl 1035.60013
Schlather, Martin; Tawn, Jonathan |
|
2002
|
Extreme value analysis of a large designed experiment: a case study in bulk carrier safety. Zbl 1023.62118
Heffernan, Janet E.; Tawn, Jonathan A. |
|
2001
|
A comparison of methods for estimating the extremal index. Zbl 0965.62044
Ancona-Navarrete, Miguel A.; Tawn, Jonathan A. |
|
2000
|
Extremal analysis of processes sampled at different frequencies. Zbl 0976.62093
Robinson, Michael E.; Tawn, Jonathan A. |
|
2000
|
The multivariate Gaussian tail model: an application to oceanographic data. Zbl 0944.62110
Bortot, Paola; Coles, Stuart; Tawn, Jonathan |
|
2000
|
Dependence measures for extreme value analyses. Zbl 0972.62030
Coles, Stuart; Heffernan, Janet; Tawn, Jonathan |
|
1999
|
Extremal analysis of short series with outliers: sea-levels and athletic records. Zbl 0964.62036
Barão, M. Isabel; Tawn, Jonathan A. |
|
1999
|
The effect of non-stationarity on extreme sea-level estimation. Zbl 0923.62128
Dixon, Mark J.; Tawn, Jonathan A. |
|
1999
|
Model-based geostatistics. (With discussion). Zbl 0904.62119
Diggle, P. J.; Tawn, J. A.; Moyeed, R. A. |
|
1998
|
Concomitant tail behaviour for extremes. Zbl 0905.60034
Ledford, Anthony W.; Tawn, Jonathan A. |
|
1998
|
Models for the extremes of Markov chains. Zbl 0926.60044
Bortot, Paola; Tawn, Jonathan A. |
|
1998
|
Comparison of approaches for estimating the probability of coastal flooding. Zbl 0905.62123
Bruun, John T.; Tawn, Jonathan A. |
|
1998
|
Ordered multivariate extremes. Zbl 0910.62054
Nadarajah, S.; Anderson, C. W.; Tawn, J. A. |
|
1998
|
Modelling dependence within joint tail regions. Zbl 0886.62063
Ledford, Anthony W.; Tawn, Jonathan A. |
|
1997
|
Markov chain models for threshold exceedances. Zbl 0891.60047
Smith, Richard L.; Tawn, Jonathan A.; Coles, Stuart G. |
|
1997
|
Statistics for extreme sea currents. Zbl 0908.62120
Robinson, Michael E.; Tawn, Jonathan A. |
|
1997
|
Statistics for near independence in multivariate extreme values. Zbl 0865.62040
Ledford, Anthony W.; Tawn, Jonathan A. |
|
1996
|
Modelling extremes of the areal rainfall process. Zbl 0863.60041
Coles, Stuart G.; Tawn, Jonathan A. |
|
1996
|
Statistical methods for multivariate extremes: An application to structural design. Zbl 0825.62717
Coles, S. G.; Tawn, J. A. |
|
1994
|
Estimating probabilities of extreme sea-levels. Zbl 0825.62988
Tawn, J. A. |
|
1992
|
Modelling extreme multivariate events. Zbl 0800.60020
Coles, Stuart G.; Tawn, Jonathan A. |
|
1991
|
Modelling multivariate extreme value distributions. Zbl 0716.62051
Tawn, Jonathan A. |
|
1990
|
Statistics of multivariate extremes. Zbl 0715.62095
Smith, R. L.; Tawn, J. A.; Yuen, H. K. |
|
1990
|
Bivariate extreme value theory: Models and estimation. Zbl 0653.62045
Tawn, Jonathan A. |
|
1988
|