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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

A conditional approach to modelling multivariate extreme values (with discussion).

Tawn, J. A. & Heffernan, J. E., 08/2004, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 66, 3, p. 497-547 51 p.

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

Extreme values in the dock.

Heffernan, J. & Tawn, J., 03/2004, In: Significance. 1, 1, p. 13-17 5 p.

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

Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications.

Poon, S-H., Rockinger, M. & Tawn, J., 2004, In: Review of Financial Studies. 17, 2, p. 581-610 30 p.

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

Diagnostics for dependence within time series extremes.

Tawn, J. A. & Ledford, A. W., 05/2003, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 65, 2, p. 521-543 23 p.

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

A dependence measure for multivariate and spatial extreme values: properties and inference.

Tawn, J. A. & Schlather, M., 03/2003, In: Biometrika. 90, 1, p. 139-156 18 p.

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

Modelling extreme-value dependence in international stock markets.

Poon, S-H., Rockinger, M. & Tawn, J., 2003, In: Statistica Sinica. 13, p. 929-953 25 p.

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