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

Diagnostics for Pairwise Extremal Dependence in Spatial Processes.

Ancona-Navarrete, M. A. & Tawn, J. A., 09/2002, In: Extremes. 5, 3, p. 271-285 15 p.

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

Inequalities for the extremal coefficients of multivariate extreme value distributions.

Schlather, M. & Tawn, J. A., 03/2002, In: Extremes. 5, 1, p. 87-102 16 p.

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

The joint probability of waves and water levels in coastal defence design.

Hawkes, P. J., Gouldby, B. P., Tawn, J. A. & Owen, M. W., 2002, In: Journal of Hydraulic Research. 40, 3, p. 241-251 11 p.

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

Effects of mis-specification in bivariate extreme value problems.

Dupuis, D. J. & Tawn, J. A., 12/2001, In: Extremes. 4, 4, p. 315-330 16 p.

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

Extreme value analysis of a large designed experiment : a case study in bulk carrier safety.

Heffernan, J. E. & Tawn, J. A., 12/2001, In: Extremes. 4, 4, p. 359-378 20 p.

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

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

The multivariate Gaussian tail model: an application to oceanographic data.

Bortot, P., Coles, S. G. & Tawn, J. A., 2000, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 49, 1, p. 31-49 19 p.

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

An evaluation of three stochastic rainfall models.

Cameron, D., Beven, K. J. & Tawn, J. A., 2000, In: Journal of Hydrology. 228, 1-2, p. 130-149 20 p.

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

Modelling extreme rainfalls using a modified random pulse Bartlett-Lewis stochastic rainfall model (with uncertainty).

Cameron, D., Beven, K. J. & Tawn, J. A., 2000, In: Advances in Water Resources. 24, 2, p. 203-211 9 p.

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

Flood frequency estimation by continuous simulation (with likelihood based uncertainty estimation).

Cameron, D., Beven, K. J., Tawn, J. A. & Naden, P., 2000, In: Hydrology and Earth System Sciences. 4, 1, p. 23-34 12 p.

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

The extremal analysis of processes sampled at different frequencies.

Robinson, M. E. & Tawn, J. A., 2000, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 62, 1, p. 117-135 19 p.

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

Flood frequency estimation by continuous simulation for gauged upland catchment (with uncertainty).

Cameron, D. S., Beven, K. J., Tawn, J. A., Blazkova, S. & Nadan, P., 8/07/1999, In: Journal of Hydrology. 219, 3-4, p. 169-187 19 p.

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

Extremal analysis of short series with out-liers: sea-levels and athletic records.

Barão, I. & Tawn, J. A., 1999, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 48, 4, p. 469-487 19 p.

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

The effect of non-stationarity on extreme sea-level estimation.

Dixon, M. J. & Tawn, J. A., 1999, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 48, 2, p. 135-151 17 p.

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

Models for the extremes of Markov chains.

Borot, P. & Tawn, J. A., 12/1998, In: Biometrika. 85, 4, p. 851-867 17 p.

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

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

Comparison of approaches for estimating the probability of coastal flooding.

Bruun, J. T. & Tawn, J. A., 1998, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 47, 3, p. 405-423 19 p.

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

Model-based geostatistics (with discussion).

Diggle, P., Moyeed, R. A. & Tawn, J. A., 1998, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 47, 3, p. 299-350 52 p.

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

Spatial modelling of extreme sea-levels.

Dixon, M. J., Tawn, J. A. & Vassie, J. M., 1998, In: Environmetrics. 9, 3, p. 283-301 19 p.

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

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

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

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

Response to letter to the editor on Robinson and Tawn.

Robinson, M. E. & Tawn, J. A., 1997, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 46

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

Statistics for extreme sea-currents.

Robinson, M. E. & Tawn, J. A., 1997, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 46, 2, p. 183-205 23 p.

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

Markov chain models for threshold exceedances.

Smith, R. L., Tawn, J. A. & Coles, S. G., 1997, In: Biometrika. 84, 2, p. 249-268 20 p.

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

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

A Bayesian analysis of extreme rainfall data.

Tawn, J. A. & Coles, S. G., 1996, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 45, p. 463-478 16 p.

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

Modelling extremes of the areal rainfall process.

Tawn, J. A. & Coles, S. G., 1996, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 58, p. 329-347 19 p.

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

A semi-parametric model for multivariate extreme values.

Dixon, M. J. & Tawn, J. A., 09/1995, In: Statistics and Computing. 5, 3, p. 215-252 38 p.

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

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

Statistics for exceptional athletics records.

Robinson, M. E. & Tawn, J. A., 1995, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 44, 4, p. 499-511 13 p.

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

Statistical methods for multivariate extremes - an application to structural design

Coles, S. G. & Tawn, J. A., 1994, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 43, 1, p. 1-48 48 p.

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

A seasonal-Markov model for extremely low temperatures.

Smith, R. L., Tawn, J. A. & Coles, S. G., 1994, In: Environmetrics. 5, 3, p. 221-239 19 p.

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

Trends in U.K. extreme sea levels: a spatial approach.

Dixon, M. J. & Tawn, J. A., 1992, In: Geophysical Journal International. 111, 3, p. 607-612 6 p.

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

Estimating probabilities of extreme sea-levels

Tawn, J. A., 1992, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 41, p. 77-93 17 p.

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

Spatial transfer of extreme sea level data for use in the revised joint probability method

Tawn, J. A. & Vassie, J. M., 09/1990, In: Proceedings - Institution of Civil Engineers. Part 2. Research and theory. 89, p. 433-438 6 p.

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

Modelling multivariate extreme value distributions

Tawn, J. A., 30/06/1990, In: Biometrika. 77, 2, p. 245-253 9 p.

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

Extreme sea levels: the joint probabilities method revisited and revised

Tawn, J. A. & Vassie, J. M., 08/1989, In: Proceedings of the Institution of Civil Engineers (London). Part 1 - Design & Construction. 87, p. 429-442 14 p.

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

Bivariate extreme value theory: Models and estimation

Tawn, J. A., 1/09/1988, In: Biometrika. 75, 3, p. 397-415 19 p.

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

An extreme-value theory model for dependent observations

Tawn, J. A., 30/06/1988, In: Journal of Hydrology. 101, 1-4, p. 227-250 24 p.

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

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