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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 Journal/MagazineJournal articlepeer-review

  2. 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/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. Published

    Improving statistical models for flood risk assessment

    Towe, R., Tawn, J., Lamb, R., Sherlock, C. & Liu, Y., 20/10/2016, In: E3S Web of Conferences. 7, 12 p., 01011.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. 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

  6. Published

    Inference for an extreme value model accounting for inter-site dependence

    Gabd, D. & Tawn, J., 27/04/2017, 4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016. Dzul-Kifli, S. C., Zamzuri, Z. H., Razak, F. A. & Zin, W. Z. W. (eds.). American Institute of Physics Inc., 080001. (AIP Conference Proceedings; vol. 1830).

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

  7. Forthcoming

    Inference for extreme spatial temperature events in a changing climate with application to Ireland

    Healy, D., Tawn, J., Thorne, P. & Parnell, A., 9/02/2024, (Accepted/In press) In: Journal of the Royal Statistical Society: Series C (Applied Statistics).

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    Inference for extreme values under threshold-based stopping rules

    Barlow, A., Sherlock, C. & Tawn, J., 1/08/2020, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 69, 4, p. 765-789 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. 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

  10. Forthcoming

    Inference for new environmental contours using extreme value analysis

    Simpson, E. & Tawn, J., 23/01/2024, (Accepted/In press) In: Journal of Agricultural, Biological, and Environmental Statistics.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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