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Professor Jonathan Tawn

Distinguished Professor of Statistics

  1. Published

    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

  2. Published

    Bivariate extreme analysis of olympic swimming data

    Adam, M. B. & Tawn, J. A., 2012, In : Journal of Statistical Theory and Practice. 6, 3, p. 510-523 14 p.

    Research output: Contribution to journalJournal article

  3. Published

    Modification of Pickands' dependence function for ordered bivariate extreme value distribution

    Adam, M. B. & Tawn, J. A., 2011, In : Communications in Statistics - Theory and Methods. 40, 9, p. 1687-1700 14 p.

    Research output: Contribution to journalJournal article

  4. Published

    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

  5. Published

    Diagnostics for Pairwise Extremal Dependence in Spatial Processes.

    Ancona-Navarrete, M. A. & Tawn, J. A., 09/2002, In : Extremes. 5, 3, p. 271-285 15 p.

    Research output: Contribution to journalJournal article

  6. Published

    Extremal analysis of short series with out-liers: sea-levels and athletic records.

    Barão, I. & Tawn, J. A., 1999, In : Journal of the Royal Statistical Society: Series C (Applied Statistics). 48, 4, p. 469-487 19 p.

    Research output: Contribution to journalJournal article

  7. Forthcoming

    Inference for extreme values under threshold-based stopping rules

    Barlow, A., Sherlock, C. & Tawn, J., 10/04/2020, (Accepted/In press) In : Journal of the Royal Statistical Society: Series C (Applied Statistics).

    Research output: Contribution to journalJournal article

  8. Published

    A UK best-practice approach for extreme sea level analysis along complex topographic coastlines.

    Batstone, C., Lawless, M., Tawn, J. A., Horsburgh, K., Blackman, D. L., McMillan, A., Worth, D., Laeger, S. & Hunt, T., 1/10/2013, In : Ocean Engineering. 71, p. 28-39 12 p.

    Research output: Contribution to journalJournal article

  9. Published

    Models for the extremes of Markov chains.

    Borot, P. & Tawn, J. A., 12/1998, In : Biometrika. 85, 4, p. 851-867 17 p.

    Research output: Contribution to journalJournal article

  10. Published

    The multivariate Gaussian tail model: an application to oceanographic data.

    Bortot, P., Coles, S. G. & Tawn, J. A., 2000, In : Journal of the Royal Statistical Society: Series C (Applied Statistics). 49, 1, p. 31-49 19 p.

    Research output: Contribution to journalJournal article

  11. Published

    Comparison of approaches for estimating the probability of coastal flooding.

    Bruun, J. T. & Tawn, J. A., 1998, In : Journal of the Royal Statistical Society: Series C (Applied Statistics). 47, 3, p. 405-423 19 p.

    Research output: Contribution to journalJournal article

  12. Published

    Spatial estimation of extremal trends in North Sea surge elevations.

    Butler, A., Heffernan, J. E., Flather, R. A. & Tawn, J. A., 2004, Proceedings of the IMA conference on flood risk assessment. Southend: IMA, p. 117-126 10 p.

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

  13. Published

    An evaluation of three stochastic rainfall models.

    Cameron, D., Beven, K. J. & Tawn, J. A., 2000, In : Journal of Hydrology. 228, 1-2, p. 130-149 20 p.

    Research output: Contribution to journalJournal article

  14. Published

    Modelling extreme rainfalls using a modified random pulse Bartlett-Lewis stochastic rainfall model (with uncertainty).

    Cameron, D., Beven, K. J. & Tawn, J. A., 2000, In : Advances in Water Resources. 24, 2, p. 203-211 9 p.

    Research output: Contribution to journalJournal article

  15. Published

    Flood frequency estimation by continuous simulation (with likelihood based uncertainty estimation).

    Cameron, D., Beven, K. J., Tawn, J. A. & Naden, P., 2000, In : Hydrology and Earth System Sciences. 4, 1, p. 23-34 12 p.

    Research output: Contribution to journalJournal article

  16. Published

    Flood frequency estimation by continuous simulation for gauged upland catchment (with uncertainty).

    Cameron, D. S., Beven, K. J., Tawn, J. A., Blazkova, S. & Nadan, P., 8/07/1999, In : Journal of Hydrology. 219, 3-4, p. 169-187 19 p.

    Research output: Contribution to journalJournal article

  17. Published

    Flood frequency estimation by continuous simulation (with uncertainty).

    Cameron, D., Beven, K. J., Tawn, J. A. & Naden, P., 01/2002, Continuous river flow simulation: methods, applications and uncertainties. Wallingford: British Hydrological Society, p. 53-58 6 p. (BHS Occasional Paper; no. 13).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  18. Published

    Effects of extreme surges.

    Coles, S. G. & Tawn, J. A., 2005, In : Stochastic Environmental Research and Risk Assessment. 19, 6, p. 417-427 11 p.

    Research output: Contribution to journalJournal article

  19. Published

    Statistical methods for multivariate extremes - an application to structural design

    Coles, S. G. & Tawn, J. A., 1994, In : Journal of the Royal Statistical Society: Series C (Applied Statistics). 43, 1, p. 1-48 48 p.

    Research output: Contribution to journalJournal article

  20. Published

    Model-based geostatistics (with discussion).

    Diggle, P., Moyeed, R. A. & Tawn, J. A., 1998, In : Journal of the Royal Statistical Society: Series C (Applied Statistics). 47, 3, p. 299-350 52 p.

    Research output: Contribution to journalJournal article

  21. Published

    The effect of non-stationarity on extreme sea-level estimation.

    Dixon, M. J. & Tawn, J. A., 1999, In : Journal of the Royal Statistical Society: Series C (Applied Statistics). 48, 2, p. 135-151 17 p.

    Research output: Contribution to journalJournal article

  22. Published

    Spatial modelling of extreme sea-levels.

    Dixon, M. J., Tawn, J. A. & Vassie, J. M., 1998, In : Environmetrics. 9, 3, p. 283-301 19 p.

    Research output: Contribution to journalJournal article

  23. Published

    A semi-parametric model for multivariate extreme values.

    Dixon, M. J. & Tawn, J. A., 09/1995, In : Statistics and Computing. 5, 3, p. 215-252 38 p.

    Research output: Contribution to journalJournal article

  24. Published

    Trends in U.K. extreme sea levels: a spatial approach.

    Dixon, M. J. & Tawn, J. A., 1992, In : Geophysical Journal International. 111, 3, p. 607-612 6 p.

    Research output: Contribution to journalJournal article

  25. Published

    Effects of mis-specification in bivariate extreme value problems.

    Dupuis, D. J. & Tawn, J. A., 12/2001, In : Extremes. 4, 4, p. 315-330 16 p.

    Research output: Contribution to journalJournal article

  26. Published

    Modelling non-stationary extremes with application to surface level ozone.

    Eastoe, E. F. & Tawn, J. A., 02/2009, In : Journal of the Royal Statistical Society: Series C (Applied Statistics). 58, 1, p. 25-45 21 p.

    Research output: Contribution to journalJournal article

  27. Published

    Statistical models for over-dispersion in the frequency of peaks over threshold data for a flow series.

    Eastoe, E. F. & Tawn, J. A., 12/02/2010, In : Water Resources Research. 46, p. W02510

    Research output: Contribution to journalJournal article

  28. Published

    Modelling the distribution for the cluster maxima of exceedances of sub-asymptotic thresholds.

    Eastoe, E. F. & Tawn, J., 03/2012, In : Biometrika. 99, 1, p. 43-55 13 p.

    Research output: Contribution to journalJournal article

  29. Published

    Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation.

    Eastoe, E. F., Heffernan, J. E. & Tawn, J. A., 03/2014, In : Extremes. 17, 1, p. 25-43 19 p.

    Research output: Contribution to journalJournal article

  30. Published

    A sequential smoothing algorithm with linear computational cost.

    Fearnhead, P., Wyncoll, D. & Tawn, J., 06/2010, In : Biometrika. 97, 2, p. 447-464 18 p.

    Research output: Contribution to journalJournal article

  31. 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 journalJournal article

  32. Published

    Threshold models for river flow extremes

    Grigg, O. A. J. & Tawn, J. A., 06/2012, In : Environmetrics. 23, 4, p. 295-305 11 p.

    Research output: Contribution to journalJournal article

  33. Published

    The joint probability of waves and water levels in coastal defence design.

    Hawkes, P. J., Gouldby, B. P., Tawn, J. A. & Owen, M. W., 2002, In : Journal of Hydraulic Research. 40, 3, p. 241-251 11 p.

    Research output: Contribution to journalJournal article

  34. Published

    A comparison of marginal and joint extremes predicted from synthesised wave and water level data.

    Hawkes, P., Gouldby, B. P., Sun, W., Tawn, J. A., Hames, D., Reeve, D., Blackman, D. L., Sproson, R. & Mavronasos, K., 2004, Proceedings of the IMA conference on flood risk assessment. Southend: IMA, p. 65-74 10 p.

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

  35. Published

    Extreme value analysis of a large designed experiment : a case study in bulk carrier safety.

    Heffernan, J. E. & Tawn, J. A., 12/2001, In : Extremes. 4, 4, p. 359-378 20 p.

    Research output: Contribution to journalJournal article

  36. Published

    Extreme values in the dock.

    Heffernan, J. & Tawn, J., 03/2004, In : Significance. 1, 1, p. 13-17 5 p.

    Research output: Contribution to journalJournal article

  37. Published

    Portfolio risk assessment using multivariate extreme value methods

    Hilal, S., Poon, S-H. & Tawn, J., 12/2014, In : Extremes. 17, 4, p. 531-556 26 p.

    Research output: Contribution to journalJournal article

  38. Published

    Estimating the probability of widespread flood events

    Keef, C., Tawn, J. A. & Lamb, R., 02/2013, In : Environmetrics. 24, 1, p. 13-21 9 p.

    Research output: Contribution to journalJournal article

  39. Published

    Estimation of the conditional distribution of a vector variable given that one of its components is large: additional constraints for the Heffernan and Tawn model

    Keef, C., Papastathopoulos, I. & Tawn, J. A., 03/2013, In : Journal of Multivariate Analysis. 115, p. 396-404 9 p.

    Research output: Contribution to journalJournal article

  40. Published

    Assessing extremal dependence of North Sea storm severity

    Kereszturi, M., Tawn, J. A. & Jonathan, P., 15/05/2016, In : Ocean Engineering. 118, p. 242-259 18 p.

    Research output: Contribution to journalJournal article

  41. Published

    Properties of extremal dependence models built on bivariate max-linearity

    Kereszturi, M. & Tawn, J., 03/2017, In : Journal of Multivariate Analysis. 155, p. 52-71 20 p.

    Research output: Contribution to journalJournal article

  42. Published

    A new method to assess the risk of local and widespread flooding on rivers and coasts

    Lamb, R., Keef, C., Tawn, J., Laeger, S., Meadowcroft, I., Surendran, S., Dunning, P. & Batstone, C., 12/2010, In : Journal of Flood Risk Management. 3, 4, p. 323-336 14 p.

    Research output: Contribution to journalJournal article

  43. Published

    Spatial joint probability for flood and coastal risk management and strategic assessments: Method report - SC140002/R1

    Lamb, R. & Tawn, J. A., 30/09/2017, R1 ed. Bristol: Environment Agency. 70 p.

    Research output: Book/Report/ProceedingsCommissioned report

  44. Published

    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

  45. Published

    Evaluation of extremal properties of GARCH(p,q) processes

    Laurini, F., Fearnhead, P. & Tawn, J. A., 19/08/2019, In : arxiv.org.

    Research output: Contribution to journalJournal article

  46. Published

    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

  47. Published

    Modelling dependence within joint tail regions

    Ledford, A. W. & Tawn, J. A., 1997, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 59, 2, p. 475-499 25 p.

    Research output: Contribution to journalJournal article

  48. Published

    Statistics for near independence in multivariate extreme values.

    Ledford, A. W. & Tawn, J. A., 03/1996, In : Biometrika. 83, 1, p. 169-187 19 p.

    Research output: Contribution to journalJournal article

  49. Published

    Contribution to discussion of the paper by Cheng and Traylor.

    Ledford, A. W. & Tawn, J. A., 1995, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 57, p. 27-28 2 p.

    Research output: Contribution to journalJournal article

  50. Published

    Self-consistent estimation of conditional multivariate extreme distributions

    Liu, Y. & Tawn, J., 05/2014, In : Journal of Multivariate Analysis. 127, p. 19-35 17 p.

    Research output: Contribution to journalJournal article

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