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Extreme Value Theory

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  1. 2018
  2. Published

    Spatial joint probability for FCRM and national risk assessment multivariate event modeller - user guide: SC140002/R3

    Hunter, N., Lamb, R., Towe, R. P., Warren, S. & Wood, E., 30/04/2018, R3 ed. Bristol: Environment Agency. 81 p.

    Research output: Book/Report/Proceedings › Commissioned report

  3. Published

    A new method, with application, for analysis of the impacts on flood risk of widely distributed enhanced hillslope storage

    Metcalfe, P., Beven, K., Hankin, B. & Lamb, R., 27/04/2018, In: Hydrology and Earth System Sciences. 22, 4, p. 2589-2605 17 p.

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

  4. Published

    Estimating surge in extreme North Sea storms

    Ross, E., Sam, S., Randell, D., Feld, G. & Jonathan, P., 15/04/2018, In: Ocean Engineering. 154, p. 430-444 15 p.

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

  5. Published

    Extreme temperature events on Greenland in observations and the MAR regional climate model

    Leeson, A. A., Eastoe, E. F. & Fettweis, X., 26/03/2018, In: Cryosphere. 12

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

  6. Published

    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

  7. Published

    Time-varying extreme value dependence with applications to leading European stock markets

    de Carvalho, M., Castro Camilo, D. & Wadsworth, J. L., 1/03/2018, In: Annals of Applied Statistics. 12, 1, p. 283-309 27 p.

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

  8. 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

  9. Published

    Multivariate peaks over thresholds models

    Rootzen, H., Segers, J. & Wadsworth, J. L., 03/2018, In: Extremes. 21, 1, p. 115-145 31 p.

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

  10. Published

    Optimal scaling of the independence sampler: theory and practice

    Lee, C. & Neal, P. J., 2/02/2018, In: Bernoulli. 24, 3, p. 1636-1652 17 p.

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

  11. 2017
  12. Published

    On the spatial dependence of extreme ocean storm seas

    Ross, E., Kereszturi, M., van Nee, M., Randell, D. & Jonathan, P., 15/11/2017, In: Ocean Engineering. 145, Supplement C, p. 359-372 14 p.

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

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