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Research

Professor Jennifer Wadsworth

Professor in Statistics

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  1. 2019
  2. 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

  3. 2018
  4. 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

  5. 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

  6. 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

  7. 2017
  8. 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

  9. 2016
  10. Published

    Exploiting structure of maximum likelihood estimators for extreme value threshold selection

    Wadsworth, J., 03/2016, In: Technometrics. 58, 1, p. 116-126 11 p.

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

  11. 2015
  12. 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

  13. 2014
  14. Published

    Efficient inference for spatial extreme value processes associated to log-Gaussian random functions

    Wadsworth, J. & Tawn, J., 03/2014, In: Biometrika. 101, 1, p. 1-15 15 p.

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

  15. 2013
  16. Published

    A new representation for multivariate tail probabilities

    Wadsworth, J. & Tawn, J., 2013, In: Bernoulli. 19, 5B, p. 2689-2714 26 p.

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

  17. 2012
  18. Published

    Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet

    Gabda, D., Towe, R., Wadsworth, J. & Tawn, J., 17/08/2012, In: Statistical Science. 27, 2, p. 189-192 4 p.

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

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