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Professor Jonathan Tawn

Distinguished Professor of Statistics

  1. 2013
  2. 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 journalJournal article

  3. Published

    Volatility model selection for extremes of financial time series

    Liu, Y. & Tawn, J. A., 03/2013, In : Journal of Statistical Planning and Inference. 143, 3, p. 520-530 11 p.

    Research output: Contribution to journalJournal article

  4. 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 journalJournal article

  5. Published

    A generalised student's t-distribution

    Papastathopoulos, I. & Tawn, J. A., 01/2013, In : Statistics and Probability Letters. 83, 1, p. 70-77 8 p.

    Research output: Contribution to journalJournal article

  6. 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 journalJournal article

  7. Published

    A new representation for multivariate tail probabilities

    Wadsworth, J. & Tawn, J., 2013, In : Bernoulli. 19, 5B, p. 2689-2714 26 p.

    Research output: Contribution to journalJournal article

  8. 2012
  9. 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

  10. Published

    The extremal index for GARCH(1,1) processes

    Laurini, F. & Tawn, J. A., 12/2012, In : Extremes. 15, 4, p. 511-529 19 p.

    Research output: Contribution to journalJournal article

  11. Published

    Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet

    Gabda, D., Towe, R., Wadsworth, J. & Tawn, J., 17/08/2012, In : Statistical Science. 27, 2, p. 189-192 4 p.

    Research output: Contribution to journalJournal article

  12. Published

    Dependence modelling for spatial extremes

    Wadsworth, J. & Tawn, J., 06/2012, In : Biometrika. 99, 2, p. 253-272 20 p.

    Research output: Contribution to journalJournal article

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