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Professor Jonathan Tawn

Distinguished Professor of Statistics

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  1. Journal article
  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

  21. 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

  22. 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

  23. 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

  24. 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

  25. 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

  26. 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

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