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Professor Jonathan Tawn

Distinguished Professor of Statistics

  1. Published

    Why extreme floods are more common than you might think

    Towe, R. P., Tawn, J. A. & Lamb, R., 12/2018, In: Significance. 15, 6, p. 16-21 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Published

    Volatility model selection for extremes of financial time series

    Liu, Y. & Tawn, J. A., 03/2013, In: Journal of Statistical Planning and Inference. 143, 3, p. 520-530 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. 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 Journal/MagazineJournal articlepeer-review

  4. 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

  5. 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 Journal/MagazineJournal articlepeer-review

  6. 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

  7. 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

  8. 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 Journal/MagazineJournal articlepeer-review

  9. Published

    The extremal dependence of storm severity, wind speed and surface level pressure in the northern north sea

    Towe, R., Eastoe, E., Tawn, J., Jonathan, P. & Fournier, N., 4/06/2013.

    Research output: Contribution to conference - Without ISBN/ISSN Conference paperpeer-review

  10. 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

  11. 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

  12. 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

  13. Published

    Sub-asymptotic motivation for new conditional multivariate extreme models

    Lugrin, T., Tawn, J. & Davison, A., 31/12/2021, In: Stat. 10, 1, e401.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    Stochastic ordering under conditional modelling of extreme values: drug induced liver injury

    Papastathopoulos, I. & Tawn, J., 02/2015, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 64, 2, p. 299-317 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. 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 Journal/MagazineJournal articlepeer-review

  16. Published

    Statistics for extreme sea-currents.

    Robinson, M. E. & Tawn, J. A., 1997, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 46, 2, p. 183-205 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    Statistics for exceptional athletics records.

    Robinson, M. E. & Tawn, J. A., 1995, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 44, 4, p. 499-511 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. 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

  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 Journal/MagazineJournal articlepeer-review

  20. Published

    Statistical downscaling for future extreme wave heights in the North Sea

    Towe, R. P., Eastoe, E. F., Tawn, J. A. & Jonathan, P., 1/09/2017, In: Annals of Applied Statistics. 11, 4, p. 2375–2403 33 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. Published

    Spatial transfer of extreme sea level data for use in the revised joint probability method

    Tawn, J. A. & Vassie, J. M., 09/1990, In: Proceedings - Institution of Civil Engineers. Part 2. Research and theory. 89, p. 433-438 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. 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

  23. 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 Journal/MagazineJournal articlepeer-review

  24. 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

  25. 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

  26. 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

  27. Published

    Some benefits of standardisation for conditional extremes

    Rohrbeck, C. & Tawn, J., 14/01/2024, In: Stat. 13, 1, e647.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  28. Published

    Simulation of bedload transport of marine gravel

    Williams, J. J. & Tawn, J. A., 1991, Coastal Sediments '91. Publ by ASCE, p. 703-716 14 p. (Coastal Sediments '91).

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

  29. 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 Journal/MagazineJournal articlepeer-review

  30. Published

    Response to letter to the editor on Robinson and Tawn.

    Robinson, M. E. & Tawn, J. A., 1997, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 46

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  31. 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

  32. Published

    Ranking, and other properties, of elite swimmers using extreme value theory

    Spearing, H., Tawn, J., Paulden, T., Irons, D. & Bennett, G., 1/01/2021, In: Journal of the Royal Statistical Society: Series A Statistics in Society. 184, 1, p. 368-395 28 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  33. 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 Journal/MagazineJournal articlepeer-review

  34. 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 Journal/MagazineJournal articlepeer-review

  35. Published

    Ordered multivariate extremes.

    Nadarajah, S., Anderson, C. W. & Tawn, J. A., 1998, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 60, 2, p. 473-496 24 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  36. Published

    On the Tail Behaviour of Aggregated Random Variables

    Richards, J. & Tawn, J., 30/11/2022, In: Journal of Multivariate Analysis. 192, 16 p., 105065.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  37. Published

    On spatial conditional extremes for ocean storm severity

    Shooter, R., Tawn, J. A., Jonathan, P. & Ross, E., 1/09/2019, In: Environmetrics. 30, 6, 18 p., e2562.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  38. 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 Journal/MagazineJournal articlepeer-review

  39. 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

  40. 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

  41. Published

    Modelling the spatial extent and severity of extreme European windstorms

    Sharkey, P., Tawn, J. & Brown, S., 1/04/2020, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 69, 2, p. 223-250 28 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  42. Published

    Modelling the effect of the El Nino-Southern Oscillation on extreme spatial temperature events over Australia

    Winter, H., Tawn, J. A. & Brown, S., 1/12/2016, In: Annals of Applied Statistics. 10, 4, p. 2075-2101 27 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  43. 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 Journal/MagazineJournal articlepeer-review

  44. Published

    Modelling the clustering of extreme events for short-term risk assessment

    Towe, R., Tawn, J., Eastoe, E. & Lamb, R., 31/03/2020, In: Journal of Agricultural, Biological, and Environmental Statistics. 25, 1, p. 32-53 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  45. Published

    Modelling spatial extreme events with environmental applications

    Tawn, J. A., Shooter, R., Towe, R. P. & Lamb, R., 12/2018, In: Spatial Statistics. 28, p. 39-58 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  46. 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 Journal/MagazineJournal articlepeer-review

  47. Published

    Modelling non-stationary flood frequency in England andWales using physical covariates

    Faulkner, D. S., Longfield, S., Warren, S. & Tawn, J. A., 1/02/2024, In: Hydrology Research. 55, 2, p. 205-220 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  48. Forthcoming

    Modelling non-stationary flood frequency in England and Wales using physical covariates

    Faulkner, D., Longfield, S., Warren, S. & Tawn, J., 21/12/2023, (Accepted/In press) In: Hydrology Research.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  49. 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

  50. Published

    Modelling multivariate extreme value distributions

    Tawn, J. A., 30/06/1990, In: Biometrika. 77, 2, p. 245-253 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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