Items where Author is "Wadsworth, Jennifer Lynne"

Journal Article

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