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Research

Professor Jonathan Tawn

Distinguished Professor of Statistics

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  1. 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

  2. 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

  3. Published

    Conditioned limit laws for inverted max-stable processes

    Papastathopoulos, I. & Tawn, J. A., 09/2016, In: Journal of Multivariate Analysis. 150, p. 214-228 15 p.

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

  4. Published

    Extreme events of Markov Chains

    Papastathopoulos, I., Strokorb, K., Tawn, J. A. & Butler, A., 03/2017, In: Advances in Applied Probability. 49, 1, p. 134-161 18 p.

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

  5. 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

  6. 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

  7. Published

    MODELLING EXTREMES OF SPATIAL AGGREGATES OF PRECIPITATION USING CONDITIONAL METHODS

    Richards, J., Tawn, J. & Brown, S., 31/12/2022, In: Annals of Applied Statistics. 16, 4, p. 2693-2713 21 p.

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

  8. Published

    On the Tail Behaviour of Aggregated Random Variables

    Richards, J. & Tawn, J., 30/11/2022, In: Journal of Multivariate Analysis. 192, 16 p., 105065.

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

  9. Published

    Joint Estimation of Extreme Spatially Aggregated Precipitation at Different Scales through Mixture Modelling

    Richards, J., Tawn, J. & Brown, S., 31/03/2023, In: Spatial Statistics. 53, 21 p., 100725.

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

  10. 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

  11. 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

  12. 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

  13. 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

  14. Published

    Extreme value modelling of water-related insurance claims

    Rohrbeck, C., Eastoe, E. F., Frigessi, A. & Tawn, J. A., 1/03/2018, In: Annals of Applied Statistics. 12, 1, p. 246-282 37 p.

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

  15. Published

    Bayesian spatial clustering of extremal behaviour for hydrological variables

    Rohrbeck, C. & Tawn, J., 31/03/2021, In: Journal of Computational and Graphical Statistics. 30, 1, p. 91-105 15 p.

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

  16. E-pub ahead of print

    Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables

    Rohrbeck, C. & Tawn, J. A., 9/07/2020, (E-pub ahead of print) In: Journal of Computational and Graphical Statistics.

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

  17. Published

    Some benefits of standardisation for conditional extremes

    Rohrbeck, C. & Tawn, J., 14/01/2024, In: Stat. 13, 1, e647.

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

  18. 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

  19. Published

    A Poisson process reparameterisation for Bayesian inference for extremes

    Sharkey, P. & Tawn, J. A., 06/2017, In: Extremes. 20, 2, p. 239-263 25 p.

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

  20. Published

    Modelling the spatial extent and severity of extreme European windstorms

    Sharkey, P., Tawn, J. & Brown, S., 1/04/2020, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 69, 2, p. 223-250 28 p.

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

  21. Published

    On spatial conditional extremes for ocean storm severity

    Shooter, R., Tawn, J. A., Jonathan, P. & Ross, E., 1/09/2019, In: Environmetrics. 30, 6, 18 p., e2562.

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

  22. Published

    Basin-wide spatial conditional extremes for severe ocean storms

    Shooter, R., Tawn, J., Ross, E. & Jonathan, P., 30/06/2021, In: Extremes. 24, 2, p. 241-265 25 p.

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

  23. Published

    Determining the dependence structure of multivariate extremes

    Simpson, E., Wadsworth, J. & Tawn, J., 1/09/2020, In: Biometrika. 107, 3, p. 513-532 10 p.

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

  24. Published

    A geometric investigation into the tail dependence of vine copulas

    Simpson, E., Wadsworth, J. & Tawn, J., 1/07/2021, In: Journal of Multivariate Analysis. 184, 21 p., 104736.

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

  25. Forthcoming

    Inference for new environmental contours using extreme value analysis

    Simpson, E. & Tawn, J., 23/01/2024, (Accepted/In press) In: Journal of Agricultural, Biological, and Environmental Statistics.

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

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