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Research

Dr Jennifer Wadsworth

Reader in Statistics

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  1. 2010
  2. Published

    Accounting for choice of measurement scale in extreme value modeling

    Wadsworth, J., Tawn, J. & Jonathan, P., 2010, In: Annals of Applied Statistics. 4, 3, p. 1558-1578 21 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. 2012
  4. Published

    Dependence modelling for spatial extremes

    Wadsworth, J. & Tawn, J., 06/2012, In: Biometrika. 99, 2, p. 253-272 20 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. Published

    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/Magazine › Journal article › peer-review

  6. Published

    Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet

    Gabda, D., Towe, R., Wadsworth, J. & Tawn, J., 17/08/2012, In: Statistical Science. 27, 2, p. 189-192 4 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  7. 2013
  8. Published

    A new representation for multivariate tail probabilities

    Wadsworth, J. & Tawn, J., 2013, In: Bernoulli. 19, 5B, p. 2689-2714 26 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  9. 2014
  10. Published

    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 Journal/Magazine › Journal article › peer-review

  11. 2015
  12. Published

    On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions

    Wadsworth, J., 09/2015, In: Biometrika. 102, 3, p. 705-711 7 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  13. 2016
  14. Published

    Exploiting structure of maximum likelihood estimators for extreme value threshold selection

    Wadsworth, J., 03/2016, In: Technometrics. 58, 1, p. 116-126 11 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  15. 2017
  16. Published

    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 Journal/Magazine › Journal article › peer-review

  17. 2018
  18. Published

    Multivariate peaks over thresholds models

    Rootzen, H., Segers, J. & Wadsworth, J. L., 03/2018, In: Extremes. 21, 1, p. 115-145 31 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  19. Published

    Time-varying extreme value dependence with applications to leading European stock markets

    de Carvalho, M., Castro Camilo, D. & Wadsworth, J. L., 1/03/2018, In: Annals of Applied Statistics. 12, 1, p. 283-309 27 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  20. Published

    Multivariate generalized Pareto distributions: Parametrizations, representations, and properties

    Rootzen, H., Segers, J. & Wadsworth, J. L., 05/2018, In: Journal of Multivariate Analysis. 165, p. 117-131 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  21. 2019
  22. Published

    Peaks over thresholds modelling with multivariate generalized Pareto distributions

    Kiriliouk, A., Rootzén, H., Segers, J. & Wadsworth, J. L., 2/01/2019, In: Technometrics. 61, 1, p. 123-135 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  23. Published

    Modeling spatial processes with unknown extremal dependence class

    Huser, R. & Wadsworth, J. L., 1/02/2019, In: Journal of the American Statistical Association. 114, 525, p. 434-444 11 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  24. Published

    Extremal dependence of random scale constructions

    Engelke, S., Opitz, T. & Wadsworth, J. L., 1/12/2019, In: Extremes. 22, 4, p. 623–666 44 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  25. 2020
  26. Published

    Determining the dependence structure of multivariate extremes

    Simpson, E., Wadsworth, J. & Tawn, J., 1/09/2020, In: Biometrika. 107, 3, p. 513-532 10 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  27. 2021
  28. Published

    Uncertainties in return values from extreme value analysis of peaks over threshold using the generalised Pareto distribution

    Jonathan, P., Randell, D., Wadsworth, J. & Tawn, J., 15/01/2021, In: Ocean Engineering. 220, 17 p., 107725.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  29. Published

    Conditional modelling of spatio-temporal extremes for Red Sea surface temperatures

    Simpson, E. & Wadsworth, J., 1/03/2021, In: Spatial Statistics. 41, 17 p., 100482.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  30. Published

    A geometric investigation into the tail dependence of vine copulas

    Simpson, E., Wadsworth, J. & Tawn, J., 1/07/2021, In: Journal of Multivariate Analysis. 184, 21 p., 104736.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  31. Published

    Spatial deformation for non-stationary extremal dependence

    Richards, J. & Wadsworth, J., 31/08/2021, In: Environmetrics. 32, 5, 22 p., e2671.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  32. 2022
  33. Published

    Advances in Statistical Modeling of Spatial Extremes

    Huser, R. & Wadsworth, J., 31/01/2022, In: WIREs Computational Statistics. 14, 1, e1537.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  34. E-pub ahead of print

    Higher-dimensional spatial extremes via single-site conditioning

    Wadsworth, J. & Tawn, J., 30/06/2022, (E-pub ahead of print) In: Spatial Statistics. 51, 31 p., 100677.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  35. Published

    Modeling spatial extremes using normal mean-variance mixtures

    Zhang, Z., Huser, R., Opitz, T. & Wadsworth, J., 30/06/2022, In: Extremes. 25, 2, p. 175-197 23 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  36. Published

    Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets with Many Locations

    Zhang, L., Shaby, B. & Wadsworth, J., 3/07/2022, In: Journal of the American Statistical Association. 117, 539, p. 1357-1369 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  37. Published

    Linking representations for multivariate extremes via a limit set

    Nolde, N. & Wadsworth, J., 30/09/2022, In: Advances in Applied Probability. 54, 3, p. 688-717 30 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  38. 2023
  39. 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/Magazine › Journal article › peer-review

  40. 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/Magazine › Journal article › peer-review

  41. 2024
  42. 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/Magazine › Journal article › peer-review

  43. 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/Magazine › Journal article › peer-review

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