Items where Author is "Tawn, Jonathan A."

D’Arcy, Eleanor and Tawn, Jonathan A. and Joly, Amélie and Sifnioti, Dafni E. (2023) Accounting for seasonality in extreme sea-level estimation. Annals of Applied Statistics, 17 (4). pp. 3500-3525. ISSN 1932-6157

Laurini, Fabrizio and Fearnhead, Paul and Tawn, Jonathan A. (2019) Evaluation of extremal properties of GARCH(p,q) processes. arxiv.org.

Liu, Ye and Tawn, Jonathan A. (2016) Extreme risks of financial investments. In: Extreme Value Modeling and Risk Analysis : Methods and Applications. CRC Press, pp. 399-418. ISBN 9781498701297

Eastoe, Emma F. and Heffernan, Janet E. and Tawn, Jonathan A. (2014) Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation. Extremes, 17 (1). pp. 25-43. ISSN 1386-1999

Keef, Caroline and Tawn, Jonathan A. and Lamb, Rob (2013) Estimating the probability of widespread flood events. Environmetrics, 24 (1). pp. 13-21. ISSN 1180-4009

Eastoe, Emma F. and Tawn, Jonathan A. (2010) Statistical models for over-dispersion in the frequency of peaks over threshold data for a flow series. Water Resources Research, 46. W02510. ISSN 0043-1397

Keef, Caroline and Svensson, Cecilia and Tawn, Jonathan A. (2009) Spatial dependence in extreme river flows and precipitation for Great Britain. Journal of Hydrology, 378 (3-4). pp. 240-252. ISSN 0022-1694

Smethurst, Lucy and James, Mike R. and Pinkerton, Harry and Tawn, Jonathan A. (2009) A statistical analysis of eruptive activity on Mount Etna, Sicily. Geophysical Journal International, 179 (1). pp. 655-666. ISSN 1365-246X

Eastoe, Emma F. and Tawn, Jonathan A. (2009) Modelling non-stationary extremes with application to surface level ozone. Journal of the Royal Statistical Society: Series C (Applied Statistics), 58 (1). pp. 25-45. ISSN 0035-9254

Laurini, Fabrizio and Tawn, Jonathan A. (2009) Regular variation and extremal dependence of GARCH residuals with application to market risk measures. Econometric Reviews, 28 (1-3). pp. 146-169. ISSN 0747-4938

Smith, Paul and Beven, Keith J. and Tawn, Jonathan A. (2008) Informal likelihood measures in model assessment: Theoretic development and investigation. Advances in Water Resources, 31 (8). pp. 1087-1100.

Smith, Paul and Beven, Keith J. and Tawn, Jonathan A. (2008) Detection of structural inadequacy in process-based hydrological models : a particle-filtering approach. Water Resources Research, 44 (1). W01410. ISSN 0043-1397

Butler, Adam and Heffernan, Janet E. and Tawn, Jonathan A. and Flather, Roger A. and Horsburgh, Kevin J. (2007) Extreme value analysis of decadal variations in storm surge elevations. Journal of Marine Systems, 67 (1-2). pp. 189-200. ISSN 0924-7963

Butler, Adam and Heffernan, Janet E. and Tawn, Jonathan A. and Flather, Roger A. (2007) Trend estimation in extremes of synthetic North Sea surges. Journal of the Royal Statistical Society. Series C: Applied Statistics, 56 (4). pp. 395-414. ISSN 0035-9254

Heffernan, Janet E. and Tawn, Jonathan A. and Zhang, Zhengjun (2007) Asymptotically (in)dependent multivariate maxima of moving maxima processes. Extremes, 10 (1-2). pp. 57-82. ISSN 1386-1999

Tawn, Jonathan A. and Stephenson, Alec (2005) Exploiting occurrence times in likelihood inference for componentwise maxima. Biometrika, 92 (1). pp. 213-227. ISSN 1464-3510

Stephenson, Alec and Tawn, Jonathan A. (2004) Inference for extremes: accounting for the three extremal types. Extremes, 7 (4). pp. 291-307. ISSN 1386-1999

Smith, Richard L. and Heggernam, Janet E. and Tawn, Jonathan A. and Coles, Stuart and Ferro, Christopher and Butler, Adam and Anderson, Clive and Sahu, S. K. and Mardia, K. V. and Dupuis, Debbie J. and Drees, Holger and Atkinson, Anthony C. and Beirlant, J. and Goegebeur, Y. and Boldi, M. O. and Davison, A. C. and Chatfield, C. and Ledford, Anthony and Peng, L. and Qi, Y. and Segers, Johan (2004) Discussion on the paper by Heffernan and Tawn. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 66 (3). pp. 530-546. ISSN 1369-7412

Tawn, Jonathan A. and Heffernan, Janet E. (2004) A conditional approach to modelling multivariate extreme values (with discussion). Journal of the Royal Statistical Society: Series B (Statistical Methodology), 66 (3). pp. 497-547. ISSN 1369-7412

Hawkes, P. and Gouldby, B. P. and Sun, W and Tawn, Jonathan A. and Hames, D. and Reeve, D. and Blackman, D. L. and Sproson, R. and Mavronasos, K. (2004) A comparison of marginal and joint extremes predicted from synthesised wave and water level data. In: Proceedings of the IMA conference on flood risk assessment :. IMA, Southend, pp. 65-74.

Heffernan, Janet E. and Tawn, Jonathan A. (2003) An extreme value analysis for the investigation into the sinking of the M. V. Derbyshire. Journal of the Royal Statistical Society: Series C (Applied Statistics), 52 (3). pp. 337-354. ISSN 1467-9876

Tawn, Jonathan A. and Ledford, Anthony W. (2003) Diagnostics for dependence within time series extremes. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 65 (2). pp. 521-543. ISSN 1369-7412

Tawn, Jonathan A. and Schlather, Martin (2003) A dependence measure for multivariate and spatial extreme values: properties and inference. Biometrika, 90 (1). pp. 139-156. ISSN 1464-3510

Ancona-Navarrete, Miguel A. and Tawn, Jonathan A. (2002) Diagnostics for Pairwise Extremal Dependence in Spatial Processes. Extremes, 5 (3). pp. 271-285. ISSN 1386-1999

Schlather, Martin and Tawn, Jonathan A. (2002) Inequalities for the extremal coefficients of multivariate extreme value distributions. Extremes, 5 (1). pp. 87-102. ISSN 1386-1999

Cameron, David and Beven, Keith J. and Tawn, Jonathan A. and Naden, Pamela (2002) Flood frequency estimation by continuous simulation (with uncertainty). In: Continuous river flow simulation : methods, applications and uncertainties. BHS Occasional Paper . British Hydrological Society, Wallingford, pp. 53-58. ISBN 1903741025

Hawkes, Peter J. and Gouldby, Ben P. and Tawn, Jonathan A. and Owen, Michael W. (2002) The joint probability of waves and water levels in coastal defence design. Journal of Hydraulic Research, 40 (3). pp. 241-251. ISSN 0022-1686

Dupuis, Debbie J. and Tawn, Jonathan A. (2001) Effects of mis-specification in bivariate extreme value problems. Extremes, 4 (4). pp. 315-330. ISSN 1386-1999

Heffernan, Janet E. and Tawn, Jonathan A. (2001) Extreme value analysis of a large designed experiment : a case study in bulk carrier safety. Extremes, 4 (4). pp. 359-378. ISSN 1386-1999

Navarette-Ancona, Miguel A. and Tawn, Jonathan A. (2000) A comparison of methods for estimating the extremal index. Extremes, 3 (1). pp. 5-38. ISSN 1386-1999

Bortot, P. and Coles, S. G. and Tawn, Jonathan A. (2000) The multivariate Gaussian tail model: an application to oceanographic data. Journal of the Royal Statistical Society: Series C (Applied Statistics), 49 (1). pp. 31-49. ISSN 0035-9254

Cameron, D. S. and Beven, Keith J. and Tawn, Jonathan A. and Blazkova, S. and Nadan, P. (1999) Flood frequency estimation by continuous simulation for gauged upland catchment (with uncertainty). Journal of Hydrology, 219 (3-4). pp. 169-187.

Borot, Paola and Tawn, Jonathan A. (1998) Models for the extremes of Markov chains. Biometrika, 85 (4). pp. 851-867. ISSN 1464-3510

Ledford, Anthony W. and Tawn, Jonathan A. (1998) Concomitant tail behaviour for extremes. Advances in Applied Probability, 30 (1). pp. 197-215. ISSN 0001-8678

Bruun, J. T. and Tawn, Jonathan A. (1998) Comparison of approaches for estimating the probability of coastal flooding. Journal of the Royal Statistical Society: Series C (Applied Statistics), 47 (3). pp. 405-423. ISSN 0035-9254

Robinson, Michael E. and Tawn, Jonathan A. (1997) Response to letter to the editor on Robinson and Tawn. Journal of the Royal Statistical Society: Series C (Applied Statistics), 46. ISSN 0035-9254

Ledford, Anthony W. and Tawn, Jonathan A. (1996) Statistics for near independence in multivariate extreme values. Biometrika, 83 (1). pp. 169-187. ISSN 1464-3510

Tawn, Jonathan A. and Coles, S. G. (1996) A Bayesian analysis of extreme rainfall data. Journal of the Royal Statistical Society: Series C (Applied Statistics), 45. pp. 463-478. ISSN 0035-9254

Tawn, Jonathan A. and Coles, S. G. (1996) Modelling extremes of the areal rainfall process. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 58. pp. 329-347. ISSN 1369-7412

Williams, Jon J. and Tawn, Jonathan A. (1991) Simulation of bedload transport of marine gravel. In: Coastal Sediments '91 :. Coastal Sediments '91 . Publ by ASCE, Seattle, WA, USA, pp. 703-716. ISBN 0872628086

Tawn, Jonathan A. (1990) Modelling multivariate extreme value distributions. Biometrika, 77 (2). pp. 245-253. ISSN 0006-3444

Tawn, Jonathan A. (1988) Bivariate extreme value theory : Models and estimation. Biometrika, 75 (3). pp. 397-415. ISSN 0006-3444

Tawn, Jonathan A. (1988) An extreme-value theory model for dependent observations. Journal of Hydrology, 101 (1-4). pp. 227-250. ISSN 0022-1694