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

Discussion on the paper by Heffernan and Tawn

Smith, R. L., Heggernam, J. E., Tawn, J. A., Coles, S., Ferro, C., Butler, A., Anderson, C., Sahu, S. K., Mardia, K. V., Dupuis, D. J., Drees, H., Atkinson, A. C., Beirlant, J., Goegebeur, Y., Boldi, M. O., Davison, A. C., Chatfield, C., Ledford, A., Peng, L., Qi, Y., & 1 othersSegers, J., 31/08/2004, In: Journal of the Royal Statistical Society. Series B: Statistical Methodology. 66, 3, p. 530-546 17 p.

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

A conditional approach to modelling multivariate extreme values (with discussion).

Tawn, J. A. & Heffernan, J. E., 08/2004, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 66, 3, p. 497-547 51 p.

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

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

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

Diagnostics for dependence within time series extremes.

Tawn, J. A. & Ledford, A. W., 05/2003, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 65, 2, p. 521-543 23 p.

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

A dependence measure for multivariate and spatial extreme values: properties and inference.

Tawn, J. A. & Schlather, M., 03/2003, In: Biometrika. 90, 1, p. 139-156 18 p.

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

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 Journal/Magazine › Journal article › peer-review

Diagnostics for Pairwise Extremal Dependence in Spatial Processes.

Ancona-Navarrete, M. A. & Tawn, J. A., 09/2002, In: Extremes. 5, 3, p. 271-285 15 p.

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

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