Home > Research > Researchers > Professor Jonathan Tawn > Publications

Professor Jonathan Tawn

Distinguished Professor of Statistics

  1. 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 journalJournal article

  2. 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 journalJournal article

  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 journalJournal article

  4. 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 journalJournal article

  5. 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)

  6. 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 journalJournal article

  7. 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 journalJournal article

  8. 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 journalJournal article

  9. 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 journalJournal article

  10. Forthcoming

    Inference for extreme values under threshold-based stopping rules

    Barlow, A., Sherlock, C. & Tawn, J., 10/04/2020, (Accepted/In press) In : Journal of the Royal Statistical Society: Series C (Applied Statistics).

    Research output: Contribution to journalJournal article

  11. 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 journalJournal article

  12. 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 journalJournal article

  13. 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 journalJournal article

  14. 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 journalJournal article

  15. 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 journalJournal article

  16. 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 journalJournal article

  17. 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 journalJournal article

  18. 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 journalJournal article

  19. 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 journalJournal article

  20. 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

  21. 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

  22. 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 journalJournal article

  23. 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 journalJournal article

  24. 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 journalJournal article

  25. Published

    Modelling heatwaves in central France: a case-study in extremal dependence

    Winter, H. & Tawn, J. A., 04/2016, In : Journal of the Royal Statistical Society: Series C (Applied Statistics). 65, 3, p. 345-365 21 p.

    Research output: Contribution to journalJournal article

  26. 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 journalJournal article

  27. 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 journalJournal article

  28. 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 journalJournal article

  29. 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 journalJournal article

  30. 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 journalJournal article

  31. 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 journalJournal article

  32. 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 journalJournal article

  33. 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 journalJournal article

  34. 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 journalJournal article

  35. 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 journalJournal article

  36. 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 journalJournal article

  37. 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 journalJournal article

  38. 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 journalJournal article

  39. 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 journalJournal article

  40. Forthcoming

    Ranking elite swimmers using extreme value theory.

    Spearing, H., Tawn, J., Paulden, T., Irons, D. & Bennett, G., 20/05/2020, (Accepted/In press) In : Journal of the Royal Statistical Society: Series A Statistics in Society.

    Research output: Contribution to journalJournal article

  41. 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 journalJournal article

  42. 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 journalJournal article

  43. 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

  44. 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

  45. 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 journalJournal article

  46. 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 journalJournal article

  47. 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 journalJournal article

  48. 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 journalJournal article

  49. 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 journalJournal article

  50. 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 journalJournal article

Back to top