Items where Author is "Tawn, Jonathan Angus"

Journal Article

Towe, Ross Paul and Tawn, Jonathan Angus and Lamb, Robert and Sherlock, Christopher Gerrard (2019) Model-based inference of conditional extreme value distributions with hydrological applications. Environmetrics, 30 (8): e2575. ISSN 1180-4009

Shooter, Robert and Tawn, Jonathan Angus and Jonathan, Philip and Ross, Emma (2019) On spatial conditional extremes for ocean storm severity. Environmetrics, 30 (6): e2562. ISSN 1180-4009

Tawn, Jonathan Angus and Gabda, Darmesah and Brown, Simon (2019) A step towards efficient inference for trends in UK extreme temperatures through distributional linkage between observations and climate model data. Natural Hazards, 98 (3). 1135–1154. ISSN 0921-030X

Tawn, Jonathan Angus and Shooter, Robert and Towe, Ross Paul and Lamb, Robert (2018) Modelling spatial extreme events with environmental applications. Spatial Statistics, 28. pp. 39-58. ISSN 2211-6753

Towe, Ross Paul and Tawn, Jonathan Angus and Lamb, Robert (2018) Why extreme floods are more common than you might think. Significance, 15 (6). pp. 16-21. ISSN 1740-9705

Rohrbeck, Christian and Eastoe, Emma Frances and Frigessi, Arnoldo and Tawn, Jonathan Angus (2018) Extreme value modelling of water-related insurance claims. Annals of Applied Statistics, 12 (1). pp. 246-282. ISSN 1932-6157

Towe, Ross Paul and Eastoe, Emma Frances and Tawn, Jonathan Angus and Jonathan, Philip (2017) Statistical downscaling for future extreme wave heights in the North Sea. Annals of Applied Statistics, 11 (4). 2375–2403. ISSN 1932-6157

Sharkey, Paul and Tawn, Jonathan Angus (2017) A Poisson process reparameterisation for Bayesian inference for extremes. Extremes, 20 (2). pp. 239-263. ISSN 1386-1999

Winter, Hugo and Tawn, Jonathan Angus (2017) kth-order Markov extremal models for assessing heatwave risks. Extremes, 20 (2). pp. 393-415. ISSN 1386-1999

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

Winter, Hugo and Brown, Simon and Tawn, Jonathan Angus (2017) Characterising the changing behaviour of heatwaves with climate change. Dynamics and Statistics of the Climate System, 1 (1): dzw006.

Wadsworth, Jenny and Tawn, Jonathan Angus and Davison, Anthony and Elton, Daniel Mark (2017) Modelling across extremal dependence classes. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 79 (1). pp. 149-175. ISSN 1369-7412

Winter, Hugo and Tawn, Jonathan Angus and Brown, Simon (2016) Modelling the effect of the El Nino-Southern Oscillation on extreme spatial temperature events over Australia. Annals of Applied Statistics, 10 (4). pp. 2075-2101. ISSN 1932-6157

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

Kereszturi, Monika and Tawn, Jonathan Angus and Jonathan, Philip (2016) Assessing extremal dependence of North Sea storm severity. Ocean Engineering, 118. pp. 242-259. ISSN 0029-8018

Winter, Hugo and Tawn, Jonathan Angus (2016) Modelling heatwaves in central France : a case-study in extremal dependence. Journal of the Royal Statistical Society: Series C (Applied Statistics), 65 (3). pp. 345-365. ISSN 0035-9254

Adam, M. B. and Tawn, Jonathan Angus (2016) Modelling record times in sport with extreme value methods. Malaysian Journal of Mathematical Sciences, 10 (1). pp. 1-21. ISSN 1823-8343

Batstone, Crispian and Lawless, Mark and Tawn, Jonathan Angus and Horsburgh, Kevin and Blackman, David L. and McMillan, Alistair and Worth, David and Laeger, Stefan and Hunt, Tim (2013) A UK best-practice approach for extreme sea level analysis along complex topographic coastlines. Ocean Engineering, 71. pp. 28-39. ISSN 0029-8018

Stephenson, Alec and Tawn, Jonathan Angus (2013) Determining the best track performances of all time using a conceptual population model for athletics records. Journal of Quantitative Analysis in Sports, 9 (1). pp. 67-76. ISSN 1559-0410

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

Liu, Ye and Tawn, Jonathan Angus (2013) Volatility model selection for extremes of financial time series. Journal of Statistical Planning and Inference, 143 (3). pp. 520-530. ISSN 0378-3758

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

Laurini, Fabrizio and Tawn, Jonathan Angus (2012) The extremal index for GARCH(1,1) processes. Extremes, 15 (4). pp. 511-529. ISSN 1386-1999

Grigg, Olivia Ann Jane and Tawn, Jonathan Angus (2012) Threshold models for river flow extremes. Environmetrics, 23 (4). pp. 295-305. ISSN 1180-4009

Adam, M. Bakri and Tawn, Jonathan Angus (2012) Bivariate extreme analysis of olympic swimming data. Journal of Statistical Theory and Practice, 6 (3). pp. 510-523. ISSN 1559-8616

Abbas, Sawsan and Poon, Ser-Huang and Tawn, Jonathan Angus (2011) Hedging the Black Swan : conditional heteroscedasticity and tail dependence in S&P500 and VIX. Journal of Banking and Finance, 35 (9). pp. 2374-2387. ISSN 0378-4266

Adam, M. Bakri and Tawn, Jonathan Angus (2011) Modification of Pickands' dependence function for ordered bivariate extreme value distribution. Communications in Statistics - Theory and Methods, 40 (9). pp. 1687-1700. ISSN 0361-0926

Report

Lamb, Robert and Tawn, Jonathan Angus (2017) Spatial joint probability for flood and coastal risk management and strategic assessments : Method report - SC140002/R1. [Report]