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Extreme Value Theory

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  1. Published

    Conditional modelling of spatio-temporal extremes for Red Sea surface temperatures

    Simpson, E. & Wadsworth, J., 1/03/2021, In: Spatial Statistics. 41, 17 p., 100482.

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

  2. Published

    A geometric investigation into the tail dependence of vine copulas

    Simpson, E., Wadsworth, J. & Tawn, J., 1/07/2021, In: Journal of Multivariate Analysis. 184, 21 p., 104736.

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

  3. Published

    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

  4. Published

    Global Changes in 20-Year, 50-Year, and 100-Year River Floods

    Slater, L., Villarini, G., Archfield, S., Faulkner, D., Lamb, R., Khouakhi, A. & Yin, J., 28/03/2021, In: Geophysical Research Letters. 48, 6, 10 p., e2020GL091824.

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

  5. Published

    Volatility Modelling with High-Frequency Financial Data on a Continuous Time Scale

    Sofronis, G., 2023, Lancaster University. 315 p.

    Research output: Thesis › Doctoral Thesis

  6. Published

    Ranking, and other properties, of elite swimmers using extreme value theory

    Spearing, J., Tawn, J., Paulden, T., Irons, D. & Bennett, G., 1/01/2021, In: Journal of the Royal Statistical Society: Series A Statistics in Society. 184, 1, p. 368-395 28 p.

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

  7. Published

    Swimming meets statistics

    Spearing, J., 1/04/2021, In: Significance. 18, 2, p. 8-9 2 p.

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

  8. Published

    Modeling Intransitivity in Pairwise Comparisons with Application to Baseball Data

    Spearing, J., Tawn, J., Irons, D. & Paulden, T., 2/10/2023, In: Journal of Computational and Graphical Statistics. 32, 4, p. 1383-1392 10 p.

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

  9. Published

    A Ubiquitous Framework for Statistical Ranking Systems

    Spearing, J., 2023, Lancaster University. 278 p.

    Research output: Thesis › Doctoral Thesis

  10. Published

    Forecasting the Search Trend of Muslim Clothing in Indonesia on Google Trends Data Using ARIMAX and Neural Network

    Suhermi, N., Suhartono, [., Permata, R. P. & Rahayu, S. P., 30/09/2019, Soft Computing in Data Science: 5th International Conference, SCDS 2019, Iizuka, Japan, August 28–29, 2019, Proceedings. Berry, M. W., Yap, B. W., Mohamed, A. & Koppen, M. (eds.). Singapore: Springer, p. 272-286 15 p. (Communications in Computer and Information Science; vol. 1100).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review

  11. Published

    Modelling spatial extreme events with environmental applications

    Tawn, J. A., Shooter, R., Towe, R. P. & Lamb, R., 12/2018, In: Spatial Statistics. 28, p. 39-58 20 p.

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

  12. Published

    Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data

    Tendijck, S., Eastoe, E., Tawn, J., Randell, D. & Jonathan, P., 30/06/2023, In: Journal of the American Statistical Association. 118, 542, p. 1373-1384 12 p.

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

  13. Published

    Extremal characteristics of conditional models

    Tendijck, S., Tawn, J. & Jonathan, P., 31/03/2023, In: Extremes. 26, 1, p. 139-156 18 p.

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

  14. Published

    Multivariate Oceanographic Extremes in Time and Space

    Tendijck, S., 7/02/2023, Lancaster University. 215 p.

    Research output: Thesis › Doctoral Thesis

  15. E-pub ahead of print

    Temporal evolution of the extreme excursions of multivariate k $$ k $$ th order Markov processes with application to oceanographic data

    Tendijck, S., Tawn, J., Randell, D. & Jonathan, P., 3/12/2023, (E-pub ahead of print) In: Environmetrics.

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

  16. Published

    Inland Flooding

    Toothill, J. & Lamb, R., 10/05/2017, Natural Catastrophe Risk Management and Modelling: A Practitioner's Guide. Mitchell-Wallace, K., Jones, M., Hillier, J. & Foote, M. (eds.). 1st ed. Wiley-Blackwell, p. 218-229 12 p. 3.5

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter (peer-reviewed) › peer-review

  17. Published

    Efficient model comparison techniques for models requiring large scale data augmentation

    Touloupou, P., Alzahrani, N., Neal, P. J., Spencer, S. & McKinley, T., 03/2018, In: Bayesian Analysis. 13, 2, p. 437-459 23 p.

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

  18. Published

    Statistical downscaling for future extreme wave heights in the North Sea

    Towe, R. P., Eastoe, E. F., Tawn, J. A. & Jonathan, P., 1/09/2017, In: Annals of Applied Statistics. 11, 4, p. 2375–2403 33 p.

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

  19. Published

    Why extreme floods are more common than you might think

    Towe, R. P., Tawn, J. A. & Lamb, R., 12/2018, In: Significance. 15, 6, p. 16-21 6 p.

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

  20. Published

    Model-based inference of conditional extreme value distributions with hydrological applications

    Towe, R. P., Tawn, J. A., Lamb, R. & Sherlock, C. G., 1/12/2019, In: Environmetrics. 30, 8, 20 p., e2575.

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

  21. Published

    Modelling the clustering of extreme events for short-term risk assessment

    Towe, R., Tawn, J., Eastoe, E. & Lamb, R., 31/03/2020, In: Journal of Agricultural, Biological, and Environmental Statistics. 25, 1, p. 32-53 22 p.

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

  22. Published

    Rethinking data-driven decision support in flood risk management for a big data age

    Towe, R., Dean, G., Edwards, E., Nundloll, V., Blair, G., Lamb, R., Hankin, B. & Manson, S., 1/12/2020, In: Journal of Flood Risk Management. 13, 4, 19 p., e12652.

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

  23. Published

    covXtreme: MATLAB software for non-stationary penalised piecewise constant marginal and conditional extreme value models

    Towe, R., Ross, E., Randell, D. & Jonathan, P., 06/2024, In: Environmental Modelling and Software. 177, 106035.

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

  24. Published

    Improved characterisation and modelling of measurement errors in electrical resistivity tomography (ERT) surveys

    Tso, M., Kuras, O., Wilkinson, P. B., Uhlemann, S., Chambers, J. E., Meldrum, P. I., Graham, J., Sherlock, E. & Binley, A., 11/2017, In: Journal of Applied Geophysics. 146, p. 103-119 17 p.

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

  25. Published

    Estimation of functional sparsity in nonparametric varying coefficient models for longitudinal data analysis

    Tu, C. Y., Park, J. & Wang, H., 1/02/2020, In: Statistica Sinica. 29, p. 439-465 27 p.

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

  26. Published

    Statistical Modelling of Induced Earthquakes

    Varty, Z., 2021, Lancaster University. 275 p.

    Research output: Thesis › Doctoral Thesis

  27. Published

    Modelling across extremal dependence classes

    Wadsworth, J., Tawn, J. A., Davison, A. & Elton, D. M., 01/2017, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 79, 1, p. 149-175 27 p.

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

  28. E-pub ahead of print

    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

  29. Published

    Statistical inference for multivariate extremes via a geometric approach

    Wadsworth, J. & Campbell, R., 13/11/2024, In: Journal of the Royal Statistical Society. Series B: Statistical Methodology. 86, 5, p. 1243-1265 23 p.

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

  30. Published

    Potential applications of subseasonal-to-seasonal (S2S) predictions

    White, C. J., Carlsen, H., Robertson, A. W., Klein, R. J. T., Lazo, J. K., Vitart, F., Coughlan De Perez, E., Ray, A. J., Murray, V., Bharwani, S., Macleod, D., James, R., Fleming, L., Morse, A. P., Eggen, B., Graham, R., Kjellström, E., Becker, E., Pegion, K. V. & Holbrook, N. J. & 13 others, Mcevoy, D., Depledge, M., Perkins-kirkpatrick, S., Brown, T. J., Street, R., Jones, L., Remenyi, T. A., Hodgson-johnston, I., Buontempo, C., Lamb, R., Meinke, H., Arheimer, B. & Zebiak, S. E., 07/2017, In: Meteorological Applications. 24, 3, p. 315-325 11 p.

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

  31. Published

    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

  32. Published

    Characterising the changing behaviour of heatwaves with climate change

    Winter, H., Brown, S. & Tawn, J. A., 17/01/2017, In: Dynamics and Statistics of the Climate System. 1, 1, 17 p., dzw006.

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

  33. Published

    On the distribution of wave height in shallow water

    Wu, Y., Randell, D., Christou, M., Ewans, K. & Jonathan, P., 1/05/2016, In: Coastal Engineering. 111, p. 39-49 11 p.

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

  34. Published

    Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets with Many Locations

    Zhang, L., Shaby, B. & Wadsworth, J., 3/07/2022, In: Journal of the American Statistical Association. 117, 539, p. 1357-1369 13 p.

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

  35. Published

    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/Magazine › Journal article › peer-review

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