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Professor Jonathan Tawn

Distinguished Professor of Statistics

  1. 2004
  2. 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/ISSNChapter

  3. 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

  4. Published

    Spatial estimation of extremal trends in North Sea surge elevations.

    Butler, A., Heffernan, J. E., Flather, R. A. & Tawn, J. A., 2004, Proceedings of the IMA conference on flood risk assessment. Southend: IMA, p. 117-126 10 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  5. 2003
  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. 2002
  10. 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

  11. 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

  12. Published

    Flood frequency estimation by continuous simulation (with uncertainty).

    Cameron, D., Beven, K. J., Tawn, J. A. & Naden, P., 01/2002, Continuous river flow simulation: methods, applications and uncertainties. Wallingford: British Hydrological Society, p. 53-58 6 p. (BHS Occasional Paper; no. 13).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  13. 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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