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Extreme Value Theory

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  1. 2024
  2. 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

  3. Published

    Statistical modelling of space weather extremes and process monitoring of rates and proportions

    Rauber Oliveira, C., 18/03/2024, Lancaster University. 94 p.

    Research output: Thesis › Doctoral Thesis

  4. Forthcoming

    Statistical inference for multivariate extremes via a geometric approach

    Wadsworth, J. & Campbell, R., 26/02/2024, (Accepted/In press) In: Journal of the Royal Statistical Society. Series B: Statistical Methodology.

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

  5. Published

    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

  6. Published

    How to cope with uncertainty monsters in flood risk management?

    Knotters, M., Bokhove, O., Lamb, R. & Poortvliet, P. M., 24/01/2024, In: Cambridge Prisms: Water. 2, 20 p., e6.

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

  7. 2023
  8. 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

  9. 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

  10. Published

    Modeling Intransitivity in Pairwise Comparisons with Application to Baseball Data

    Spearing, H., 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

  11. Published

    The importance of context in extreme value analysis with application to extreme temperatures in the U.S. and Greenland

    Clarkson, D., Eastoe, E. & Leeson, A., 2/09/2023, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 72, 4, p. 829-843 15 p.

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

  12. Published

    New estimation methods for extremal bivariate return curves

    Murphy-Barltrop, C., Wadsworth, J. & Eastoe, E., 31/08/2023, In: Environmetrics. 34, 5, e2797.

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

  13. 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

  14. Published

    Spatio-temporal modelling of extreme temperature events on the Greenland ice sheet

    Clarkson, D., 30/05/2023, Lancaster University. 157 p.

    Research output: Thesis › Doctoral Thesis

  15. Forthcoming

    Accouting for seasonality in extreme sea level estimation

    D'Arcy, E., Tawn, J., Joly, A. & Sifnioti, D., 22/04/2023, (Accepted/In press) In: Annals of Applied Statistics.

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

  16. 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

  17. Published

    Joint Estimation of Extreme Spatially Aggregated Precipitation at Different Scales through Mixture Modelling

    Richards, J., Tawn, J. & Brown, S., 31/03/2023, In: Spatial Statistics. 53, 21 p., 100725.

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

  18. E-pub ahead of print

    Modelling intransitivity in pairwise comparisons with application to baseball data

    Spearing, H., Tawn, J., Irons, D. & Paulden, T., 23/03/2023, (E-pub ahead of print) In: Journal of Computational and Graphical Statistics. 10 p.

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

  19. Published

    A marginal modelling approach for predicting wildfire extremes across the contiguous United States.

    D'Arcy, E., Murphy-Barltrop, C., Simpson, E. S. & Shooter, R., 20/03/2023, In: Extremes. p. 1 18 p.

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

  20. Published

    Multivariate Oceanographic Extremes in Time and Space

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

    Research output: Thesis › Doctoral Thesis

  21. Published

    A penalised piecewise-linear model for non-stationary extreme value analysis of peaks over threshold

    Barlow, A. M., Mackay, E., Eastoe, E. & Jonathan, P., 1/01/2023, In: Ocean Engineering. 267, 14 p., 113265.

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

  22. Published

    A Ubiquitous Framework for Statistical Ranking Systems

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

    Research output: Thesis › Doctoral Thesis

  23. Published

    Novel methodology for the estimation of extremal bivariate return curves

    Murphy-Barltrop, C., 2023, Lancaster University. 209 p.

    Research output: Thesis › Doctoral Thesis

  24. 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

  25. 2022
  26. Published

    MODELLING EXTREMES OF SPATIAL AGGREGATES OF PRECIPITATION USING CONDITIONAL METHODS

    Richards, J., Tawn, J. & Brown, S., 31/12/2022, In: Annals of Applied Statistics. 16, 4, p. 2693-2713 21 p.

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

  27. Published

    On the Tail Behaviour of Aggregated Random Variables

    Richards, J. & Tawn, J., 30/11/2022, In: Journal of Multivariate Analysis. 192, 16 p., 105065.

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

  28. Published

    Linking representations for multivariate extremes via a limit set

    Nolde, N. & Wadsworth, J., 30/09/2022, In: Advances in Applied Probability. 54, 3, p. 688-717 30 p.

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

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