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Results for Extremal dependence

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. Basin-wide spatial conditional extremes for severe ocean storms

    Shooter, R., Tawn, J., Ross, E. & Jonathan, P., 30/06/2021, In: Extremes. 24, 2, p. 241-265 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Extreme value modelling of water-related insurance claims

    Rohrbeck, C., Eastoe, E. F., Frigessi, A. & Tawn, J. A., 1/03/2018, In: Annals of Applied Statistics. 12, 1, p. 246-282 37 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. 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

  5. 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

  6. Modelling heatwaves in central France: a case-study in extremal dependence

    Winter, H. & Tawn, J. A., 04/2016, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 65, 3, p. 345-365 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Statistical measures of extremal dependence illustrated using measured sea surface elevations from a neighbourhood of coastal locations

    Eastoe, E., Koukoulas, S. & Jonathan, P., 1/04/2013, In: Ocean Engineering. 62, p. 68-77 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. 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 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