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Professor Jonathan Tawn

Distinguished Professor of Statistics

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  1. 2016
  2. 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

  3. Published

    Modelling record times in sport with extreme value methods

    Adam, M. B. & Tawn, J. A., 01/2016, In: Malaysian Journal of Mathematical Sciences . 10, 1, p. 1-21 21 p.

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

  4. 2015
  5. 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

  6. 2014
  7. Published

    Portfolio risk assessment using multivariate extreme value methods

    Hilal, S., Poon, S-H. & Tawn, J., 12/2014, In: Extremes. 17, 4, p. 531-556 26 p.

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

  8. 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

  9. 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

  10. 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

  11. Published

    Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation.

    Eastoe, E. F., Heffernan, J. E. & Tawn, J. A., 03/2014, In: Extremes. 17, 1, p. 25-43 19 p.

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

  12. 2013
  13. Published

    A UK best-practice approach for extreme sea level analysis along complex topographic coastlines.

    Batstone, C., Lawless, M., Tawn, J. A., Horsburgh, K., Blackman, D. L., McMillan, A., Worth, D., Laeger, S. & Hunt, T., 1/10/2013, In: Ocean Engineering. 71, p. 28-39 12 p.

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

  14. Published

    The extremal dependence of storm severity, wind speed and surface level pressure in the northern north sea

    Towe, R., Eastoe, E., Tawn, J., Jonathan, P. & Fournier, N., 4/06/2013.

    Research output: Contribution to conference - Without ISBN/ISSN › Conference paper › peer-review

  15. Published

    Modelling drought in Southern Africa with extreme value theory

    Winter, H. & Tawn, J., 18/03/2013.

    Research output: Contribution to conference - Without ISBN/ISSN › Poster

  16. Published

    Determining the best track performances of all time using a conceptual population model for athletics records

    Stephenson, A. & Tawn, J. A., 03/2013, In: Journal of Quantitative Analysis in Sports. 9, 1, p. 67-76 10 p.

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

  17. Published

    Estimation of the conditional distribution of a vector variable given that one of its components is large: additional constraints for the Heffernan and Tawn model

    Keef, C., Papastathopoulos, I. & Tawn, J. A., 03/2013, In: Journal of Multivariate Analysis. 115, p. 396-404 9 p.

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

  18. 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

  19. Published

    Estimating the probability of widespread flood events

    Keef, C., Tawn, J. A. & Lamb, R., 02/2013, In: Environmetrics. 24, 1, p. 13-21 9 p.

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

  20. Published

    A generalised student's t-distribution

    Papastathopoulos, I. & Tawn, J. A., 01/2013, In: Statistics and Probability Letters. 83, 1, p. 70-77 8 p.

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

  21. Published

    Extended generalised Pareto models for tail estimation

    Papastathopoulos, I. & Tawn, J. A., 01/2013, In: Journal of Statistical Planning and Inference. 143, 1, p. 131-143 13 p.

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

  22. 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

  23. 2012
  24. Published

    Modelling drought in Southern Africa with extreme value theory

    Winter, H. & Tawn, J., 18/12/2012.

    Research output: Contribution to conference - Without ISBN/ISSN › Poster

  25. 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

  26. 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

  27. Published

    Dependence modelling for spatial extremes

    Wadsworth, J. & Tawn, J., 06/2012, In: Biometrika. 99, 2, p. 253-272 20 p.

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

  28. Published

    Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling

    Wadsworth, J. & Tawn, J., 06/2012, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 74, 3, p. 543-567 25 p.

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

  29. Published

    Threshold models for river flow extremes

    Grigg, O. A. J. & Tawn, J. A., 06/2012, In: Environmetrics. 23, 4, p. 295-305 11 p.

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

  30. Published

    Modelling the distribution for the cluster maxima of exceedances of sub-asymptotic thresholds.

    Eastoe, E. F. & Tawn, J., 03/2012, In: Biometrika. 99, 1, p. 43-55 13 p.

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

  31. Published

    Bivariate extreme analysis of olympic swimming data

    Adam, M. B. & Tawn, J. A., 2012, In: Journal of Statistical Theory and Practice. 6, 3, p. 510-523 14 p.

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

  32. 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

  33. 2011
  34. Published

    Hedging the Black Swan: conditional heteroscedasticity and tail dependence in S&P500 and VIX

    Abbas, S., Poon, S-H. & Tawn, J. A., 09/2011, In: Journal of Banking and Finance. 35, 9, p. 2374-2387 14 p.

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

  35. Published

    Modification of Pickands' dependence function for ordered bivariate extreme value distribution

    Adam, M. B. & Tawn, J. A., 2011, In: Communications in Statistics - Theory and Methods. 40, 9, p. 1687-1700 14 p.

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

  36. 2010
  37. 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

  38. Published

    A sequential smoothing algorithm with linear computational cost.

    Fearnhead, P., Wyncoll, D. & Tawn, J., 06/2010, In: Biometrika. 97, 2, p. 447-464 18 p.

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

  39. Published

    Statistical models for over-dispersion in the frequency of peaks over threshold data for a flow series.

    Eastoe, E. F. & Tawn, J. A., 12/02/2010, In: Water Resources Research. 46, p. W02510

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

  40. Published

    Accounting for choice of measurement scale in extreme value modeling

    Wadsworth, J., Tawn, J. & Jonathan, P., 2010, In: Annals of Applied Statistics. 4, 3, p. 1558-1578 21 p.

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

  41. 2009
  42. 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

  43. Published

    Spatial dependence in extreme river flows and precipitation for Great Britain

    Keef, C., Svensson, C. & Tawn, J. A., 30/11/2009, In: Journal of Hydrology. 378, 3-4, p. 240-252 13 p.

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

  44. Published

    A statistical analysis of eruptive activity on Mount Etna, Sicily

    Smethurst, L., James, M. R., Pinkerton, H. & Tawn, J. A., 10/2009, In: Geophysical Journal International. 179, 1, p. 655-666 12 p.

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

  45. 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

  46. Published

    Modelling non-stationary extremes with application to surface level ozone.

    Eastoe, E. F. & Tawn, J. A., 02/2009, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 58, 1, p. 25-45 21 p.

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

  47. 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

  48. 2008
  49. Published

    Informal likelihood measures in model assessment: Theoretic development and investigation

    Smith, P., Beven, K. J. & Tawn, J. A., 08/2008, In: Advances in Water Resources. 31, 8, p. 1087-1100 14 p.

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

  50. Published

    Detection of structural inadequacy in process-based hydrological models : a particle-filtering approach.

    Smith, P., Beven, K. J. & Tawn, J. A., 8/01/2008, In: Water Resources Research. 44, 1, p. W01410

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

  51. 2007
  52. Published

    Extreme value analysis of decadal variations in storm surge elevations

    Butler, A., Heffernan, J. E., Tawn, J. A., Flather, R. A. & Horsburgh, K. J., 31/08/2007, In: Journal of Marine Systems. 67, 1-2, p. 189-200 12 p.

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

  53. Published

    Trend estimation in extremes of synthetic North Sea surges

    Butler, A., Heffernan, J. E., Tawn, J. A. & Flather, R. A., 31/08/2007, In: Journal of the Royal Statistical Society. Series C: Applied Statistics. 56, 4, p. 395-414 20 p.

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

  54. Published

    Asymptotically (in)dependent multivariate maxima of moving maxima processes

    Heffernan, J. E., Tawn, J. A. & Zhang, Z., 30/06/2007, In: Extremes. 10, 1-2, p. 57-82 26 p.

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

  55. 2006
  56. Published

    Discharge dependent pollutant dispersion in rivers : estimation of aggregated dead zone parameters with surrogate data.

    Smith, P., Beven, K., Tawn, J., Blazkova, S. & Merta, L., 20/04/2006, In: Water Resources Research. 42, W04412

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

  57. 2005
  58. Published

    Bayesian modelling of extreme surges on the UK east coast

    Coles, S. & Tawn, J., 15/06/2005, In: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences. 363, 1831, p. 1387-1406 20 p.

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

  59. Published

    Exploiting occurrence times in likelihood inference for componentwise maxima.

    Tawn, J. A. & Stephenson, A., 1/03/2005, In: Biometrika. 92, 1, p. 213-227 15 p.

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

  60. Published

    Effects of extreme surges.

    Coles, S. G. & Tawn, J. A., 2005, In: Stochastic Environmental Research and Risk Assessment. 19, 6, p. 417-427 11 p.

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

  61. 2004
  62. Published

    Inference for extremes: accounting for the three extremal types.

    Stephenson, A. & Tawn, J. A., 12/2004, In: Extremes. 7, 4, p. 291-307 17 p.

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

  63. Published

    Discussion on the paper by Heffernan and Tawn

    Smith, R. L., Heggernam, J. E., Tawn, J. A., Coles, S., Ferro, C., Butler, A., Anderson, C., Sahu, S. K., Mardia, K. V., Dupuis, D. J., Drees, H., Atkinson, A. C., Beirlant, J., Goegebeur, Y., Boldi, M. O., Davison, A. C., Chatfield, C., Ledford, A., Peng, L., Qi, Y., & 1 othersSegers, J., 31/08/2004, In: Journal of the Royal Statistical Society. Series B: Statistical Methodology. 66, 3, p. 530-546 17 p.

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

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