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Results for extreme value theory

Publications & Outputs

  1. A Global Climatological Model of Extreme Geomagnetic Field Fluctuations

    Rogers, N., Wild, J., Eastoe, E., Gjerloev, J. W. & Thomson, A. W. P., 18/02/2020, In : Journal of Space Weather and Space Climate. 10, 19 p., 5.

    Research output: Contribution to journalJournal article

  2. A Global Statistical Model of Extreme Geomagnetic Field Fluctuations

    Rogers, N. C., Wild, J. A. & Eastoe, E. F., 1/02/2019, Geophysical Research Abstracts. Munich, Germany: Copernicus GmbH (Copernicus Publications) on behalf of the European Geosciences Union (EGU), Vol. 21. 1 p. EGU2019-1929. (Geophysical Research Abstracts; vol. 21).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNAbstract

  3. Modelling across extremal dependence classes

    Wadsworth, J., Tawn, J. A., Davison, A. & Elton, D. M., 01/2017, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 79, 1, p. 149-175 27 p.

    Research output: Contribution to journalJournal article

  4. The extremal dependence of storm severity, wind speed and surface level pressure in the northern north sea

    Towe, R., Eastoe, E., Tawn, J., Jonathan, P. & Fournier, N., 4/06/2013.

    Research output: Contribution to conference - Without ISBN/ISSN Conference paper

  5. Determining the best track performances of all time using a conceptual population model for athletics records

    Stephenson, A. & Tawn, J. A., 03/2013, In : Journal of Quantitative Analysis in Sports. 9, 1, p. 67-76 10 p.

    Research output: Contribution to journalJournal article

  6. State space modelling of extreme values with particle filters

    Wyncoll, D. P., 06/2009, (Unpublished) Lancaster University. 208 p.

    Research output: ThesisDoctoral Thesis

  7. Modelling extreme-value dependence in international stock markets.

    Poon, S-H., Rockinger, M. & Tawn, J., 2003, In : Statistica Sinica. 13, p. 929-953 25 p.

    Research output: Contribution to journalJournal article

  8. Concomitants of extremes.

    Ledford, A. W. & Tawn, J. A., 1998, In : Advances in Applied Probability. 30, 1, p. 197-215 19 p.

    Research output: Contribution to journalJournal article