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Professor Jonathan Tawn

Distinguished Professor of Statistics

  1. 2012
  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 Journal/MagazineJournal articlepeer-review

  3. Published

    How high is high enough? - The art of assessing extreme conditions for effective coastal management

    McMillan, A., Worth, D., Laeger, S., Hunt, T., Scott, A., Becker, M., Horsburgh, K., Lawless, M., Batstone, C. & Tawn, J., 2012, Innovative Coastal Zone Management: Sustainable Engineering for a Dynamic Coast - 7th International Coastal Management Conference. p. 12-21 10 p. (Innovative Coastal Zone Management: Sustainable Engineering for a Dynamic Coast - 7th International Coastal Management Conference).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  4. 2011
  5. 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 Journal/MagazineJournal articlepeer-review

  6. 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 Journal/MagazineJournal articlepeer-review

  7. 2010
  8. 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 Journal/MagazineJournal articlepeer-review

  9. 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 Journal/MagazineJournal articlepeer-review

  10. 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 Journal/MagazineJournal articlepeer-review

  11. 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/MagazineJournal articlepeer-review

  12. 2009
  13. Published

    Spatial risk assessment for extreme river flows

    Keef, C., Tawn, J. & Svensson, C., 31/12/2009, In: Journal of the Royal Statistical Society. Series C: Applied Statistics. 58, 5, p. 601-618 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    Spatial dependence in extreme river flows and precipitation for Great Britain

    Keef, C., Svensson, C. & Tawn, J. A., 30/11/2009, In: Journal of Hydrology. 378, 3-4, p. 240-252 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. Published

    A statistical analysis of eruptive activity on Mount Etna, Sicily

    Smethurst, L., James, M. R., Pinkerton, H. & Tawn, J. A., 10/2009, In: Geophysical Journal International. 179, 1, p. 655-666 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. Published

    Assessing the effect of clustered and biased multi-stage sampling

    Menezes, R. & Tawn, J., 30/06/2009, In: Environmetrics. 20, 4, p. 445-459 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. 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 Journal/MagazineJournal articlepeer-review

  18. Published

    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

  19. 2008
  20. Published

    Informal likelihood measures in model assessment: Theoretic development and investigation

    Smith, P., Beven, K. J. & Tawn, J. A., 08/2008, In: Advances in Water Resources. 31, 8, p. 1087-1100 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. Published

    Detection of structural inadequacy in process-based hydrological models : a particle-filtering approach.

    Smith, P., Beven, K. J. & Tawn, J. A., 8/01/2008, In: Water Resources Research. 44, 1, p. W01410

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. 2007
  23. Published

    Extreme value analysis of decadal variations in storm surge elevations

    Butler, A., Heffernan, J. E., Tawn, J. A., Flather, R. A. & Horsburgh, K. J., 31/08/2007, In: Journal of Marine Systems. 67, 1-2, p. 189-200 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  24. Published

    Trend estimation in extremes of synthetic North Sea surges

    Butler, A., Heffernan, J. E., Tawn, J. A. & Flather, R. A., 31/08/2007, In: Journal of the Royal Statistical Society. Series C: Applied Statistics. 56, 4, p. 395-414 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  25. Published

    Asymptotically (in)dependent multivariate maxima of moving maxima processes

    Heffernan, J. E., Tawn, J. A. & Zhang, Z., 30/06/2007, In: Extremes. 10, 1-2, p. 57-82 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  26. 2006
  27. Published

    Discharge dependent pollutant dispersion in rivers : estimation of aggregated dead zone parameters with surrogate data.

    Smith, P., Beven, K., Tawn, J., Blazkova, S. & Merta, L., 20/04/2006, In: Water Resources Research. 42, W04412

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  28. 2005
  29. Published

    Bayesian modelling of extreme surges on the UK east coast

    Coles, S. & Tawn, J., 15/06/2005, In: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences. 363, 1831, p. 1387-1406 20 p.

    Research output: Contribution to Journal/MagazineReview articlepeer-review

  30. Published

    Exploiting occurrence times in likelihood inference for componentwise maxima.

    Tawn, J. A. & Stephenson, A., 1/03/2005, In: Biometrika. 92, 1, p. 213-227 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  31. 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 Journal/MagazineJournal articlepeer-review

  32. 2004
  33. Published

    Inference for extremes: accounting for the three extremal types.

    Stephenson, A. & Tawn, J. A., 12/2004, In: Extremes. 7, 4, p. 291-307 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  34. Published

    Discussion on the paper by Heffernan and Tawn

    Smith, R. L., Heggernam, J. E., Tawn, J. A., Coles, S., Ferro, C., Butler, A., Anderson, C., Sahu, S. K., Mardia, K. V., Dupuis, D. J., Drees, H., Atkinson, A. C., Beirlant, J., Goegebeur, Y., Boldi, M. O., Davison, A. C., Chatfield, C., Ledford, A., Peng, L., Qi, Y., & 1 othersSegers, J., 31/08/2004, In: Journal of the Royal Statistical Society. Series B: Statistical Methodology. 66, 3, p. 530-546 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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