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Research

Professor Jonathan Tawn

Distinguished Professor of Statistics

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  1. Published

    Spatial risk assessment for extreme river flows

    Keef, C., Tawn, J. & Svensson, C., 31/12/2009, In: Journal of the Royal Statistical Society. Series C: Applied Statistics. 58, 5, p. 601-618 18 p.

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

  2. Published

    Assessing extremal dependence of North Sea storm severity

    Kereszturi, M., Tawn, J. A. & Jonathan, P., 15/05/2016, In: Ocean Engineering. 118, p. 242-259 18 p.

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

  3. Published

    Properties of extremal dependence models built on bivariate max-linearity

    Kereszturi, M. & Tawn, J., 03/2017, In: Journal of Multivariate Analysis. 155, p. 52-71 20 p.

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

  4. Published

    A new method to assess the risk of local and widespread flooding on rivers and coasts

    Lamb, R., Keef, C., Tawn, J., Laeger, S., Meadowcroft, I., Surendran, S., Dunning, P. & Batstone, C., 12/2010, In: Journal of Flood Risk Management. 3, 4, p. 323-336 14 p.

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

  5. Published

    Spatial joint probability for flood and coastal risk management and strategic assessments: Method report - SC140002/R1

    Lamb, R. & Tawn, J. A., 30/09/2017, R1 ed. Bristol: Environment Agency. 70 p.

    Research output: Book/Report/Proceedings › Commissioned report

  6. Published

    The extremal index for GARCH(1,1) processes

    Laurini, F. & Tawn, J. A., 12/2012, In: Extremes. 15, 4, p. 511-529 19 p.

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

  7. Published

    Evaluation of extremal properties of GARCH(p,q) processes

    Laurini, F., Fearnhead, P. & Tawn, J. A., 19/08/2019, In: arxiv.org.

    Research output: Contribution to Journal/Magazine › Journal article

  8. E-pub ahead of print

    Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes

    Laurini, F., Fearnhead, P. & Tawn, J., 1/11/2022, (E-pub ahead of print) In: Statistics and Computing. 32, 6

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

  9. Published

    Regular variation and extremal dependence of GARCH residuals with application to market risk measures

    Laurini, F. & Tawn, J. A., 31/01/2009, In: Econometric Reviews. 28, 1-3, p. 146-169 24 p.

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

  10. Published

    Concomitants of extremes.

    Ledford, A. W. & Tawn, J. A., 1998, In: Advances in Applied Probability. 30, 1, p. 197-215 19 p.

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

  11. Published

    Modelling dependence within joint tail regions

    Ledford, A. W. & Tawn, J. A., 1997, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 59, 2, p. 475-499 25 p.

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

  12. Published

    Statistics for near independence in multivariate extreme values.

    Ledford, A. W. & Tawn, J. A., 03/1996, In: Biometrika. 83, 1, p. 169-187 19 p.

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

  13. Published

    Contribution to discussion of the paper by Cheng and Traylor.

    Ledford, A. W. & Tawn, J. A., 1995, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 57, p. 27-28 2 p.

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

  14. Published

    Concomitant tail behaviour for extremes

    Ledford, A. W. & Tawn, J. A., 31/03/1998, In: Advances in Applied Probability. 30, 1, p. 197-215 19 p.

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

  15. Published

    Self-consistent estimation of conditional multivariate extreme distributions

    Liu, Y. & Tawn, J., 05/2014, In: Journal of Multivariate Analysis. 127, p. 19-35 17 p.

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

  16. Published

    Volatility model selection for extremes of financial time series

    Liu, Y. & Tawn, J. A., 03/2013, In: Journal of Statistical Planning and Inference. 143, 3, p. 520-530 11 p.

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

  17. Published

    Extreme risks of financial investments

    Liu, Y. & Tawn, J. A., 6/01/2016, Extreme Value Modeling and Risk Analysis: Methods and Applications. CRC Press, p. 399-418 20 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  18. Published

    Bayesian uncertainty management in temporal dependence of extremes

    Lugrin, T., Davison, A. C. & Tawn, J. A., 09/2016, In: Extremes. 19, 3, p. 491-515 25 p.

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

  19. Published

    Sub-asymptotic motivation for new conditional multivariate extreme models

    Lugrin, T., Tawn, J. & Davison, A., 31/12/2021, In: Stat. 10, 1, e401.

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

  20. Published

    How high is high enough? - The art of assessing extreme conditions for effective coastal management

    McMillan, A., Worth, D., Laeger, S., Hunt, T., Scott, A., Becker, M., Horsburgh, K., Lawless, M., Batstone, C. & Tawn, J., 2012, Innovative Coastal Zone Management: Sustainable Engineering for a Dynamic Coast - 7th International Coastal Management Conference. p. 12-21 10 p. (Innovative Coastal Zone Management: Sustainable Engineering for a Dynamic Coast - 7th International Coastal Management Conference).

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

  21. Published

    Assessing the effect of clustered and biased multi-stage sampling

    Menezes, R. & Tawn, J., 30/06/2009, In: Environmetrics. 20, 4, p. 445-459 15 p.

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

  22. Published

    Ordered multivariate extremes.

    Nadarajah, S., Anderson, C. W. & Tawn, J. A., 1998, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 60, 2, p. 473-496 24 p.

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

  23. Published

    A comparison of methods for estimating the extremal index.

    Navarette-Ancona, M. A. & Tawn, J. A., 03/2000, In: Extremes. 3, 1, p. 5-38 34 p.

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

  24. Published

    Dependence properties of multivariate max-stable distributions

    Papastathopoulos, I. & Tawn, J., 09/2014, In: Journal of Multivariate Analysis. 130, p. 134-140 7 p.

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

  25. Published

    Stochastic ordering under conditional modelling of extreme values: drug induced liver injury

    Papastathopoulos, I. & Tawn, J., 02/2015, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 64, 2, p. 299-317 19 p.

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

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