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Dr Jennifer Wadsworth

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  1. Published

    Multivariate generalized Pareto distributions: Parametrizations, representations, and properties

    Rootzen, H., Segers, J. & Wadsworth, J. L., 05/2018, In: Journal of Multivariate Analysis. 165, p. 117-131 15 p.

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

  2. 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

  3. 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

  4. Published

    On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions

    Wadsworth, J., 09/2015, In: Biometrika. 102, 3, p. 705-711 7 p.

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

  5. Published

    Peaks over thresholds modelling with multivariate generalized Pareto distributions

    Kiriliouk, A., Rootzén, H., Segers, J. & Wadsworth, J. L., 2/01/2019, In: Technometrics. 61, 1, p. 123-135 13 p.

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

  6. Published

    Spatial deformation for non-stationary extremal dependence

    Richards, J. & Wadsworth, J., 31/08/2021, In: Environmetrics. 32, 5, 22 p., e2671.

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

  7. 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

  8. 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

  9. Published

    Uncertainties in return values from extreme value analysis of peaks over threshold using the generalised Pareto distribution

    Jonathan, P., Randell, D., Wadsworth, J. & Tawn, J., 15/01/2021, In: Ocean Engineering. 220, 17 p., 107725.

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

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