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Research

Professor Jonathan Tawn

Distinguished Professor of Statistics

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  1. 2006
  2. Published

    Discharge dependent pollutant dispersion in rivers : estimation of aggregated dead zone parameters with surrogate data.

    Smith, P., Beven, K., Tawn, J., Blazkova, S. & Merta, L., 20/04/2006, In: Water Resources Research. 42, W04412

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

  3. 2005
  4. Published

    Bayesian modelling of extreme surges on the UK east coast

    Coles, S. & Tawn, J., 15/06/2005, In: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences. 363, 1831, p. 1387-1406 20 p.

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

  5. 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

  6. Published

    Effects of extreme surges.

    Coles, S. G. & Tawn, J. A., 2005, In: Stochastic Environmental Research and Risk Assessment. 19, 6, p. 417-427 11 p.

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

  7. 2004
  8. 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

  9. Published

    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 others, Segers, 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

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

  11. 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

  12. Published

    A comparison of marginal and joint extremes predicted from synthesised wave and water level data.

    Hawkes, P., Gouldby, B. P., Sun, W., Tawn, J. A., Hames, D., Reeve, D., Blackman, D. L., Sproson, R. & Mavronasos, K., 2004, Proceedings of the IMA conference on flood risk assessment. Southend: IMA, p. 65-74 10 p.

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

  13. 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

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