Items where Author is "Wadsworth, Jennifer Lynne"

Engelke, Sebastian and Opitz, Thomas and Wadsworth, Jennifer Lynne (2019) Extremal dependence of random scale constructions. Extremes, 22 (4). 623–666. ISSN 1386-1999

Huser, Raphael and Wadsworth, Jennifer Lynne (2019) Modeling spatial processes with unknown extremal dependence class. Journal of the American Statistical Association, 114 (525). pp. 434-444. ISSN 0162-1459

Kiriliouk, Anna and Rootzén, Holger and Segers, Johan and Wadsworth, Jennifer Lynne (2019) Peaks over thresholds modelling with multivariate generalized Pareto distributions. Technometrics, 61 (1). pp. 123-135. ISSN 0040-1706

Rootzen, Holger and Segers, Johan and Wadsworth, Jennifer Lynne (2018) Multivariate generalized Pareto distributions: Parametrizations, representations, and properties. Journal of Multivariate Analysis, 165. pp. 117-131. ISSN 0047-259X

de Carvalho, Miguel and Castro Camilo, Daniela and Wadsworth, Jennifer Lynne (2018) Time-varying extreme value dependence with applications to leading European stock markets. Annals of Applied Statistics, 12 (1). pp. 283-309. ISSN 1932-6157

Rootzen, Holger and Segers, Johan and Wadsworth, Jennifer Lynne (2018) Multivariate peaks over thresholds models. Extremes, 21 (1). pp. 115-145. ISSN 1386-1999