The following pages link to Jonathan A. Tawn (Q186786):
Displaying 50 items.
- (Q482070) (redirect page) (← links)
- Portfolio risk assessment using multivariate extreme value methods (Q482071) (← links)
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Properties of extremal dependence models built on bivariate MAX-linearity (Q511993) (← links)
- Modelling the effect of the El Niño-Southern Oscillation on extreme spatial temperature events over Australia (Q512414) (← links)
- (Q588010) (redirect page) (← links)
- Accounting for choice of measurement scale in extreme value modeling (Q614177) (← links)
- Extended generalised Pareto models for tail estimation (Q715593) (← links)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- Modelling the clustering of extreme events for short-term risk assessment (Q782718) (← links)
- The extremal index for GARCH(1,1) processes (Q907366) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Extreme value analysis of a large designed experiment: a case study in bulk carrier safety (Q1409829) (← links)
- Inequalities for the extremal coefficients of multivariate extreme value distributions (Q1424669) (← links)
- Diagnostics for pairwise extremal dependence in spatial processes (Q1424684) (← links)
- Extreme value modelling of water-related insurance claims (Q1647607) (← links)
- A Poisson process reparameterisation for Bayesian inference for extremes (Q1675703) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- Statistical downscaling for future extreme wave heights in the North Sea (Q1697403) (← links)
- New estimators for the extremal index and other cluster characteristics (Q1880890) (← links)
- Volatility model selection for extremes of financial time series (Q1926388) (← links)
- A generalised student's \(t\)-distribution (Q1933700) (← links)
- Estimation of the conditional distribution of a multivariate variable given that one of its components is large: additional constraints for the Heffernan and Tawn model (Q1941454) (← links)
- Basin-wide spatial conditional extremes for severe ocean storms (Q2028585) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- On the tail behaviour of aggregated random variables (Q2079609) (← links)
- Modelling extremes of spatial aggregates of precipitation using conditional methods (Q2080785) (← links)
- Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984) (← links)
- Dependence properties of multivariate max-stable distributions (Q2252890) (← links)
- Bivariate extreme analysis of Olympic swimming data (Q2320786) (← links)
- A new representation for multivariate tail probabilities (Q2435257) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Bayesian inference for extremes: accounting for the three extremal types (Q2488461) (← links)
- Seasonal effects of extreme surges (Q2505918) (← links)
- Extremal characteristics of conditional models (Q2688194) (← links)
- Dependence modelling for spatial extremes (Q2892085) (← links)
- Modification of Pickands' Dependence Function for Ordered Bivariate Extreme Distribution (Q3006294) (← links)
- Modelling multivariate extreme value distributions (Q3203865) (← links)
- Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds (Q3224214) (← links)
- An Extreme Value Analysis for the Investigation into the Sinking of the M. V. Derbyshire (Q3435767) (← links)
- A sequential smoothing algorithm with linear computational cost (Q3585406) (← links)
- Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures (Q3615082) (← links)
- Bivariate extreme value theory: Models and estimation (Q3799509) (← links)
- Statistics for near independence in multivariate extreme values (Q3837347) (← links)
- Model-Based Geostatistics (Q4216151) (← links)
- Comparison of Approaches for Estimating the Probability of Coastal Flooding (Q4216155) (← links)
- Models for the extremes of Markov chains (Q4236513) (← links)
- The Effect of Non-Stationarity on Extreme Sea-Level Estimation (Q4237984) (← links)
- (Q4272657) (← links)
