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Professor Jonathan Tawn

Distinguished Professor of Statistics

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  1. Published

    Efficient inference for spatial extreme value processes associated to log-Gaussian random functions

    Wadsworth, J. & Tawn, J., 03/2014, In: Biometrika. 101, 1, p. 1-15 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  2. Published

    Estimating probabilities of extreme sea-levels

    Tawn, J. A., 1992, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 41, p. 77-93 17 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. 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 Journal/Magazine › Journal article › peer-review

  4. 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 Journal/Magazine › Journal article › peer-review

  5. 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 Journal/Magazine › Journal article

  6. 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/Magazine › Journal article › peer-review

  7. Published

    Extended generalised Pareto models for tail estimation

    Papastathopoulos, I. & Tawn, J. A., 01/2013, In: Journal of Statistical Planning and Inference. 143, 1, p. 131-143 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. 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/Magazine › Journal article › peer-review

  9. Published

    Extremal characteristics of conditional models

    Tendijck, S., Tawn, J. & Jonathan, P., 31/03/2023, In: Extremes. 26, 1, p. 139-156 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  10. Published

    Extreme events of Markov Chains

    Papastathopoulos, I., Strokorb, K., Tawn, J. A. & Butler, A., 03/2017, In: Advances in Applied Probability. 49, 1, p. 134-161 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  11. Published

    Extreme risks of financial investments

    Liu, Y. & Tawn, J. A., 6/01/2016, Extreme Value Modeling and Risk Analysis: Methods and Applications. CRC Press, p. 399-418 20 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  12. Published

    Extreme sea levels: the joint probabilities method revisited and revised

    Tawn, J. A. & Vassie, J. M., 08/1989, In: Proceedings of the Institution of Civil Engineers (London). Part 1 - Design & Construction. 87, p. 429-442 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  13. 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/Magazine › Journal article › peer-review

  14. 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/Magazine › Journal article › peer-review

  15. 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/Magazine › Journal article › peer-review

  16. Published

    Extreme value modelling of water-related insurance claims

    Rohrbeck, C., Eastoe, E. F., Frigessi, A. & Tawn, J. A., 1/03/2018, In: Annals of Applied Statistics. 12, 1, p. 246-282 37 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  17. 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/Magazine › Journal article › peer-review

  18. 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/Magazine › Journal article › peer-review

  19. 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/ISSN › Chapter (peer-reviewed) › peer-review

  20. 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/Magazine › Journal article › peer-review

  21. 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/Magazine › Journal article › peer-review

  22. 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/Magazine › Journal article › peer-review

  23. 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/ISSN › Conference contribution/Paper › peer-review

  24. 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/Magazine › Journal article › peer-review

  25. 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/Magazine › Journal article › peer-review

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