Items where Author is "Papastathopoulos, Ioannis"

Journal Article

Papastathopoulos, Ioannis and Casey, Adrian and Tawn, Jonathan (2025) Hidden tail chains and recurrence equations for dependence parameters associated with extremes of stationary higher-order Markov chains. Advances in Applied Probability, 57 (2). pp. 407-452. ISSN 0001-8678

Papastathopoulos, Ioannis and Strokorb, Kirstin and Tawn, Jonathan Angus and Butler, Adam (2017) Extreme events of Markov Chains. Advances in Applied Probability, 49 (1). pp. 134-161. ISSN 0001-8678

Papastathopoulos, Ioannis and Tawn, Jonathan Angus (2016) Conditioned limit laws for inverted max-stable processes. Journal of Multivariate Analysis, 150. pp. 214-228. ISSN 0047-259X

Papastathopoulos, Ioannis and Tawn, Jonathan (2015) Stochastic ordering under conditional modelling of extreme values : drug induced liver injury. Journal of the Royal Statistical Society: Series C (Applied Statistics), 64 (2). pp. 299-317. ISSN 0035-9254

Papastathopoulos, Ioannis and Tawn, Jonathan (2014) Dependence properties of multivariate max-stable distributions. Journal of Multivariate Analysis, 130. pp. 134-140. ISSN 0047-259X

Keef, Caroline and Papastathopoulos, Ioannis and Tawn, Jonathan Angus (2013) Estimation of the conditional distribution of a vector variable given that one of its components is large : additional constraints for the Heffernan and Tawn model. Journal of Multivariate Analysis, 115. pp. 396-404. ISSN 0047-259X

Papastathopoulos, Ioannis and Tawn, Jonathan Angus (2013) Extended generalised Pareto models for tail estimation. Journal of Statistical Planning and Inference, 143 (1). pp. 131-143. ISSN 0378-3758

Papastathopoulos, Ioannis and Tawn, Jonathan Angus (2013) A generalised student's t-distribution. Statistics and Probability Letters, 83 (1). pp. 70-77. ISSN 0167-7152