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Professor Jonathan Tawn

Distinguished Professor of Statistics

  1. 2012
  2. 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

  3. Published

    Threshold models for river flow extremes

    Grigg, O. A. J. & Tawn, J. A., 06/2012, In : Environmetrics. 23, 4, p. 295-305 11 p.

    Research output: Contribution to journalJournal article

  4. 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

  5. Published

    Bivariate extreme analysis of olympic swimming data

    Adam, M. B. & Tawn, J. A., 2012, In : Journal of Statistical Theory and Practice. 6, 3, p. 510-523 14 p.

    Research output: Contribution to journalJournal article

  6. 2011
  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

    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

  9. 2010
  10. Published

    A new method to assess the risk of local and widespread flooding on rivers and coasts

    Lamb, R., Keef, C., Tawn, J., Laeger, S., Meadowcroft, I., Surendran, S., Dunning, P. & Batstone, C., 12/2010, In : Journal of Flood Risk Management. 3, 4, p. 323-336 14 p.

    Research output: Contribution to journalJournal article

  11. Published

    A sequential smoothing algorithm with linear computational cost.

    Fearnhead, P., Wyncoll, D. & Tawn, J., 06/2010, In : Biometrika. 97, 2, p. 447-464 18 p.

    Research output: Contribution to journalJournal article

  12. 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

  13. Published

    Accounting for choice of measurement scale in extreme value modeling

    Wadsworth, J., Tawn, J. & Jonathan, P., 2010, In : Annals of Applied Statistics. 4, 3, p. 1558-1578 21 p.

    Research output: Contribution to journalJournal article

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