Results for Extremal dependence

Publications & Outputs

1. Extreme value methods for estimating rare events in Utopia: EVA (2023) Conference Data Challenge: Team Lancopula Utopiversity

   André, L., Campbell, R., Farrell, A., D’Arcy, E., Healy, D., Kakampakou, L., Murphy, C., Murphy-Barltrop, C. J. R. & Speers, M., 1/03/2025, In: Extremes. 28, 1, p. 23-45 23 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Conditional Extremes with Graphical Models

   Farrell, A., Eastoe, E. & Lee, C., 26/11/2024, (Unpublished) In: arXiv.org.

   Research output: Contribution to Journal/Magazine › Journal article

3. Joint modelling of the body and tail of bivariate data

   André, L., Wadsworth, J. & O'Hagan, A., 31/01/2024, In: Computational Statistics and Data Analysis. 189, p. 107841 1 p., 107841.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

4. High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields

   Simpson, E., Opitz, T. & Wadsworth, J., 31/12/2023, In: Extremes. 26, p. 669–713 45 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

5. 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/Magazine › Journal article › peer-review

6. 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/Magazine › Journal article › peer-review

7. 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/Magazine › Journal article › peer-review

8. 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/Magazine › Journal article › peer-review

9. 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/Magazine › Journal article › peer-review

10. 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/Magazine › Journal article › peer-review

11. 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/Magazine › Journal article › peer-review

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