Results for Multivariate extreme values

Publications & Outputs

1. 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/Magazine › Journal article › peer-review

2. Spatial risk assessment for extreme river flows

   Keef, C., Tawn, J. & Svensson, C., 31/12/2009, In: Journal of the Royal Statistical Society. Series C: Applied Statistics. 58, 5, p. 601-618 18 p.

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

3. Spatial dependence in extreme river flows and precipitation for Great Britain

   Keef, C., Svensson, C. & Tawn, J. A., 30/11/2009, In: Journal of Hydrology. 378, 3-4, p. 240-252 13 p.

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