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Results for Generalized Pareto distribution

Publications & Outputs

  1. Modelling spatial extreme events with environmental applications

    Tawn, J. A., Shooter, R., Towe, R. P. & Lamb, R., 12/2018, In: Spatial Statistics. 28, p. 39-58 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. 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 Journal/MagazineJournal articlepeer-review

  3. 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 Journal/MagazineJournal articlepeer-review

  4. Regular variation and extremal dependence of GARCH residuals with application to market risk measures

    Laurini, F. & Tawn, J. A., 31/01/2009, In: Econometric Reviews. 28, 1-3, p. 146-169 24 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Modelling multivariate extreme value distributions

    Tawn, J. A., 30/06/1990, In: Biometrika. 77, 2, p. 245-253 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review