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Professor Jonathan Tawn

Distinguished Professor of Statistics

  1. Journal article
  2. 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

  3. Published

    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 journalJournal article

  4. 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

  5. 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

  6. Published

    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 journalJournal article

  7. Published

    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 journalJournal article

  8. 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

  9. Published

    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 journalJournal article

  10. 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

  11. Published

    The joint probability of waves and water levels in coastal defence design.

    Hawkes, P. J., Gouldby, B. P., Tawn, J. A. & Owen, M. W., 2002, In : Journal of Hydraulic Research. 40, 3, p. 241-251 11 p.

    Research output: Contribution to journalJournal article

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