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Professor Jonathan Tawn

Distinguished Professor of Statistics

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  1. 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/Magazine › Journal article › peer-review

  2. 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

  3. Forthcoming

    Estimating Metocean Environments Associated with Extreme Structural Response to Demonstrate the Dangers of Environmental Contour Methods

    Speers, M., Randell, D., Tawn, J. & Jonathan, P., 16/07/2024, (Accepted/In press) In: Ocean Engineering.

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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

  21. 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

  22. 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

  23. 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

  24. Forthcoming

    Hidden tail chains and recurrence equations for dependence parameters associated with extremes of stationary higher-order Markov chains

    Papastathopoulos, I., Casey, A. & Tawn, J., 18/06/2024, (Accepted/In press) In: Advances in Applied Probability.

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

  25. 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

  26. 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

  27. 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

  28. 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

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

  30. 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/Magazine › Journal article › peer-review

  31. 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/Magazine › Journal article › peer-review

  32. 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/Magazine › Journal article › peer-review

  33. E-pub ahead of print

    Inference for new environmental contours using extreme value analysis

    Simpson, E. & Tawn, J., 18/03/2024, (E-pub ahead of print) In: Journal of Agricultural, Biological, and Environmental Statistics.

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

  34. 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/Magazine › Journal article › peer-review

  35. Published

    Joint Estimation of Extreme Spatially Aggregated Precipitation at Different Scales through Mixture Modelling

    Richards, J., Tawn, J. & Brown, S., 31/03/2023, In: Spatial Statistics. 53, 21 p., 100725.

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

  36. Published

    kth-order Markov extremal models for assessing heatwave risks

    Winter, H. & Tawn, J. A., 06/2017, In: Extremes. 20, 2, p. 393-415 23 p.

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

  37. Published

    Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling

    Wadsworth, J. & Tawn, J., 06/2012, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 74, 3, p. 543-567 25 p.

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

  38. E-pub ahead of print

    Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes

    Laurini, F., Fearnhead, P. & Tawn, J., 1/11/2022, (E-pub ahead of print) In: Statistics and Computing. 32, 6

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

  39. Published

    Markov chain models for threshold exceedances.

    Smith, R. L., Tawn, J. A. & Coles, S. G., 1997, In: Biometrika. 84, 2, p. 249-268 20 p.

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

  40. Published

    Model-based geostatistics (with discussion).

    Diggle, P., Moyeed, R. A. & Tawn, J. A., 1998, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 47, 3, p. 299-350 52 p.

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

  41. Published

    Model-based inference of conditional extreme value distributions with hydrological applications

    Towe, R. P., Tawn, J. A., Lamb, R. & Sherlock, C. G., 1/12/2019, In: Environmetrics. 30, 8, 20 p., e2575.

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

  42. Published

    Modeling Intransitivity in Pairwise Comparisons with Application to Baseball Data

    Spearing, H., Tawn, J., Irons, D. & Paulden, T., 2/10/2023, In: Journal of Computational and Graphical Statistics. 32, 4, p. 1383-1392 10 p.

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

  43. Published

    Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data

    Tendijck, S., Eastoe, E., Tawn, J., Randell, D. & Jonathan, P., 30/06/2023, In: Journal of the American Statistical Association. 118, 542, p. 1373-1384 12 p.

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

  44. Published

    Modelling across extremal dependence classes

    Wadsworth, J., Tawn, J. A., Davison, A. & Elton, D. M., 01/2017, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 79, 1, p. 149-175 27 p.

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

  45. Published

    Modelling dependence within joint tail regions

    Ledford, A. W. & Tawn, J. A., 1997, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 59, 2, p. 475-499 25 p.

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

  46. Published

    Modelling drought in Southern Africa with extreme value theory

    Winter, H. & Tawn, J., 18/03/2013.

    Research output: Contribution to conference - Without ISBN/ISSN › Poster

  47. Published

    Modelling drought in Southern Africa with extreme value theory

    Winter, H. & Tawn, J., 18/12/2012.

    Research output: Contribution to conference - Without ISBN/ISSN › Poster

  48. 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/Magazine › Journal article › peer-review

  49. Published

    MODELLING EXTREMES OF SPATIAL AGGREGATES OF PRECIPITATION USING CONDITIONAL METHODS

    Richards, J., Tawn, J. & Brown, S., 31/12/2022, In: Annals of Applied Statistics. 16, 4, p. 2693-2713 21 p.

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

  50. Published

    Modelling extremes of the areal rainfall process.

    Tawn, J. A. & Coles, S. G., 1996, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 58, p. 329-347 19 p.

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

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