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Professor Jonathan Tawn

Distinguished Professor of Statistics

  1. 2004
  2. Published

    A conditional approach to modelling multivariate extreme values (with discussion).

    Tawn, J. A. & Heffernan, J. E., 08/2004, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 66, 3, p. 497-547 51 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. 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 Journal/MagazineJournal articlepeer-review

  4. 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

  5. Published

    Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications.

    Poon, S-H., Rockinger, M. & Tawn, J., 2004, In: Review of Financial Studies. 17, 2, p. 581-610 30 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. 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

  7. 2003
  8. Published

    Diagnostics for dependence within time series extremes.

    Tawn, J. A. & Ledford, A. W., 05/2003, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 65, 2, p. 521-543 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    A dependence measure for multivariate and spatial extreme values: properties and inference.

    Tawn, J. A. & Schlather, M., 03/2003, In: Biometrika. 90, 1, p. 139-156 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    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 Journal/MagazineJournal articlepeer-review

  11. 2002
  12. 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 Journal/MagazineJournal articlepeer-review

  13. Published

    Inequalities for the extremal coefficients of multivariate extreme value distributions.

    Schlather, M. & Tawn, J. A., 03/2002, In: Extremes. 5, 1, p. 87-102 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. 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)peer-review

  15. 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 Journal/MagazineJournal articlepeer-review

  16. 2001
  17. 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 Journal/MagazineJournal articlepeer-review

  18. 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 Journal/MagazineJournal articlepeer-review

  19. 2000
  20. Published

    A comparison of methods for estimating the extremal index.

    Navarette-Ancona, M. A. & Tawn, J. A., 03/2000, In: Extremes. 3, 1, p. 5-38 34 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. 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 Journal/MagazineJournal articlepeer-review

  22. 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 Journal/MagazineJournal articlepeer-review

  23. 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 Journal/MagazineJournal articlepeer-review

  24. Published

    The extremal analysis of processes sampled at different frequencies.

    Robinson, M. E. & Tawn, J. A., 2000, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 62, 1, p. 117-135 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  25. 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 Journal/MagazineJournal articlepeer-review

  26. 1999
  27. 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 Journal/MagazineJournal articlepeer-review

  28. 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 Journal/MagazineJournal articlepeer-review

  29. 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 Journal/MagazineJournal articlepeer-review

  30. 1998
  31. 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 Journal/MagazineJournal articlepeer-review

  32. Published

    Concomitant tail behaviour for extremes

    Ledford, A. W. & Tawn, J. A., 31/03/1998, In: Advances in Applied Probability. 30, 1, p. 197-215 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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