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Extreme Value Theory

  1. 2024
  2. Forthcoming

    covXtreme: MATLAB software for non-stationary penalised piecewise constant marginal and conditional extreme value models

    Towe, R., Ross, E., Randell, D. & Jonathan, P., 3/04/2024, (Accepted/In press) In: Environmental Modelling and Software. 106035.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Statistical modelling of space weather extremes and process monitoring of rates and proportions

    Rauber Oliveira, C., 18/03/2024, Lancaster University. 94 p.

    Research output: ThesisDoctoral Thesis

  4. Forthcoming

    Statistical inference for multivariate extremes via a geometric approach

    Wadsworth, J. & Campbell, R., 26/02/2024, (Accepted/In press) In: Journal of the Royal Statistical Society. Series B: Statistical Methodology.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Joint modelling of the body and tail of bivariate data

    André, L., Wadsworth, J. & O'Hagan, A., 31/01/2024, In: Computational Statistics and Data Analysis. 189, p. 107841 1 p., 107841.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    How to cope with uncertainty monsters in flood risk management?

    Knotters, M., Bokhove, O., Lamb, R. & Poortvliet, P. M., 24/01/2024, In: Cambridge Prisms: Water. 2, 20 p., e6.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. 2023
  8. Published

    High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields

    Simpson, E., Opitz, T. & Wadsworth, J., 31/12/2023, In: Extremes. 26, p. 669–713 45 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. E-pub ahead of print

    Temporal evolution of the extreme excursions of multivariate k $$ k $$ th order Markov processes with application to oceanographic data

    Tendijck, S., Tawn, J., Randell, D. & Jonathan, P., 3/12/2023, (E-pub ahead of print) In: Environmetrics.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Modeling Intransitivity in Pairwise Comparisons with Application to Baseball Data

    Spearing, H., Tawn, J., Irons, D. & Paulden, T., 2/10/2023, In: Journal of Computational and Graphical Statistics. 32, 4, p. 1383-1392 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. Published

    The importance of context in extreme value analysis with application to extreme temperatures in the U.S. and Greenland

    Clarkson, D., Eastoe, E. & Leeson, A., 2/09/2023, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 72, 4, p. 829-843 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    New estimation methods for extremal bivariate return curves

    Murphy-Barltrop, C., Wadsworth, J. & Eastoe, E., 31/08/2023, In: Environmetrics. 34, 5, e2797.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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