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Professor Jonathan Tawn

Distinguished Professor of Statistics

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  1. 2004
  2. Published

    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

  3. Published

    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

  4. Published

    A comparison of marginal and joint extremes predicted from synthesised wave and water level data.

    Hawkes, P., Gouldby, B. P., Sun, W., Tawn, J. A., Hames, D., Reeve, D., Blackman, D. L., Sproson, R. & Mavronasos, K., 2004, Proceedings of the IMA conference on flood risk assessment. Southend: IMA, p. 65-74 10 p.

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

  5. Published

    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

  6. Published

    Spatial estimation of extremal trends in North Sea surge elevations.

    Butler, A., Heffernan, J. E., Flather, R. A. & Tawn, J. A., 2004, Proceedings of the IMA conference on flood risk assessment. Southend: IMA, p. 117-126 10 p.

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

  7. 2003
  8. Published

    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

  9. Published

    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

  10. Published

    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

  11. 2002
  12. Published

    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

  13. Published

    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

  14. Published

    Flood frequency estimation by continuous simulation (with uncertainty).

    Cameron, D., Beven, K. J., Tawn, J. A. & Naden, P., 01/2002, Continuous river flow simulation: methods, applications and uncertainties. Wallingford: British Hydrological Society, p. 53-58 6 p. (BHS Occasional Paper; no. 13).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter (peer-reviewed) › peer-review

  15. Published

    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

  16. 2001
  17. Published

    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

  18. Published

    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

  19. 2000
  20. 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

  21. Published

    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

  22. Published

    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

  23. Published

    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

  24. Published

    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

  25. Published

    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

  26. 1999
  27. Published

    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

  28. Published

    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

  29. Published

    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

  30. 1998
  31. Published

    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

  32. 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

  33. Published

    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

  34. 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

  35. Published

    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

  36. 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

  37. Published

    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

  38. 1997
  39. Published

    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

  40. 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

  41. Published

    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

  42. Published

    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

  43. 1996
  44. 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

  45. Published

    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

  46. Published

    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

  47. 1995
  48. Published

    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

  49. 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

  50. Published

    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

  51. 1994
  52. Published

    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

  53. Published

    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

  54. 1992
  55. Published

    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

  56. Published

    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

  57. 1991
  58. Published

    Simulation of bedload transport of marine gravel

    Williams, J. J. & Tawn, J. A., 1991, Coastal Sediments '91. Publ by ASCE, p. 703-716 14 p. (Coastal Sediments '91).

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

  59. 1990
  60. Published

    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

  61. Published

    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

  62. 1989
  63. Published

    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

  64. 1988
  65. Published

    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

  66. Published

    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

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