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Results for Asymptotic independence

Publications & Outputs

  1. Higher-dimensional spatial extremes via single-site conditioning

    Wadsworth, J. & Tawn, J., 30/06/2022, (E-pub ahead of print) In: Spatial Statistics. 51, 31 p., 100677.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Modeling spatial extremes using normal mean-variance mixtures

    Zhang, Z., Huser, R., Opitz, T. & Wadsworth, J., 30/06/2022, In: Extremes. 25, 2, p. 175-197 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. kth-order Markov extremal models for assessing heatwave risks

    Winter, H. & Tawn, J. A., 06/2017, In: Extremes. 20, 2, p. 393-415 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Properties of extremal dependence models built on bivariate max-linearity

    Kereszturi, M. & Tawn, J., 03/2017, In: Journal of Multivariate Analysis. 155, p. 52-71 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Bayesian uncertainty management in temporal dependence of extremes

    Lugrin, T., Davison, A. C. & Tawn, J. A., 09/2016, In: Extremes. 19, 3, p. 491-515 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Conditioned limit laws for inverted max-stable processes

    Papastathopoulos, I. & Tawn, J. A., 09/2016, In: Journal of Multivariate Analysis. 150, p. 214-228 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Assessing extremal dependence of North Sea storm severity

    Kereszturi, M., Tawn, J. A. & Jonathan, P., 15/05/2016, In: Ocean Engineering. 118, p. 242-259 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Portfolio risk assessment using multivariate extreme value methods

    Hilal, S., Poon, S-H. & Tawn, J., 12/2014, In: Extremes. 17, 4, p. 531-556 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Dependence modelling for spatial extremes

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

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. 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 Journal/MagazineJournal articlepeer-review

  11. Concomitant tail behaviour for extremes

    Ledford, A. W. & Tawn, J. A., 31/03/1998, In: Advances in Applied Probability. 30, 1, p. 197-215 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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