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Results for Extreme value theory

Publications & Outputs

  1. Modelling directionality, seasonality, and local time dependences in extreme geomagnetic field fluctuations

    Rogers, N., Wild, J. & Eastoe, E., 22/11/2019, p. 1. 1 p.

    Research output: Contribution to conference - Without ISBN/ISSN Poster

  2. The Directional Statistics of Extreme Geomagnetic Field Variations

    Rogers, N., Wild, J. & Eastoe, E., 2019, (Unpublished). 1 p.

    Research output: Contribution to conference - Without ISBN/ISSN Abstract

  3. A Poisson process reparameterisation for Bayesian inference for extremes

    Sharkey, P. & Tawn, J. A., 06/2017, In : Extremes. 20, 2, p. 239-263 25 p.

    Research output: Contribution to journalJournal article

  4. Cross-validatory extreme value threshold selection and uncertainty with application to ocean storm severity

    Northrop, P. J., Attalides, N. & Jonathan, P., 1/01/2017, In : Journal of the Royal Statistical Society: Series C (Applied Statistics). 66, 1, p. 93-120 28 p.

    Research output: Contribution to journalJournal article

  5. Bayesian uncertainty management in temporal dependence of extremes

    Lugrin, T., Davison, A. C. & Tawn, J. A., 09/2016, In : Extremes. 19, 3, p. 491-515 25 p.

    Research output: Contribution to journalJournal article

  6. Modelling record times in sport with extreme value methods

    Adam, M. B. & Tawn, J. A., 01/2016, In : Malaysian Journal of Mathematical Sciences . 10, 1, p. 1-21 21 p.

    Research output: Contribution to journalJournal article

  7. Efficient inference for spatial extreme value processes associated to log-Gaussian random functions

    Wadsworth, J. & Tawn, J., 03/2014, In : Biometrika. 101, 1, p. 1-15 15 p.

    Research output: Contribution to journalJournal article

  8. Extended generalised Pareto models for tail estimation

    Papastathopoulos, I. & Tawn, J. A., 01/2013, In : Journal of Statistical Planning and Inference. 143, 1, p. 131-143 13 p.

    Research output: Contribution to journalJournal article

  9. The extremal index for GARCH(1,1) processes

    Laurini, F. & Tawn, J. A., 12/2012, In : Extremes. 15, 4, p. 511-529 19 p.

    Research output: Contribution to journalJournal article

  10. Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling

    Wadsworth, J. & Tawn, J., 06/2012, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 74, 3, p. 543-567 25 p.

    Research output: Contribution to journalJournal article

  11. Hedging the Black Swan: conditional heteroscedasticity and tail dependence in S&P500 and VIX

    Abbas, S., Poon, S-H. & Tawn, J. A., 09/2011, In : Journal of Banking and Finance. 35, 9, p. 2374-2387 14 p.

    Research output: Contribution to journalJournal article

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