| Publication | Date of Publication | Type |
|---|
Authors' reply to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2026-02-12 | Paper |
Inference for extreme spatial temperature events in a changing climate with application to Ireland
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2026-02-12 | Paper |
Extremal properties of max-autoregressive moving average processes for modelling extreme river flows
Extremes | 2026-01-13 | Paper |
Hidden tail chains and recurrence equations for dependence parameters associated with extremes of stationary higher-order Markov chains
Advances in Applied Probability | 2025-12-16 | Paper |
Inference for new environmental contours using extreme value analysis
Journal of Agricultural, Biological, and Environmental Statistics | 2025-10-09 | Paper |
Automated Threshold Selection and Associated Inference Uncertainty for Univariate Extremes
Technometrics | 2025-08-22 | Paper |
Modelling the spatial extent and severity of extreme European windstorms
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-21 | Paper |
Inference for extreme values under threshold-based stopping rules
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-21 | Paper |
Stochastic ordering under conditional modelling of extreme values: drug-induced liver injury
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-14 | Paper |
Modelling heatwaves in central France: a case-study in extremal dependence
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-14 | Paper |
Model-based inference of conditional extreme value distributions with hydrological applications
Environmetrics | 2024-10-28 | Paper |
Temporal evolution of the extreme excursions of multivariate \(k\)th order Markov processes with application to oceanographic data
Environmetrics | 2024-10-28 | Paper |
Sub-asymptotic motivation for new conditional multivariate extreme models
Stat | 2024-05-21 | Paper |
Modeling Intransitivity in Pairwise Comparisons with Application to Baseball Data
Journal of Computational and Graphical Statistics | 2024-01-22 | Paper |
Accounting for seasonality in extreme sea-level estimation
The Annals of Applied Statistics | 2024-01-16 | Paper |
Estimating the probability of widespread flood events
Environmetrics | 2023-12-15 | Paper |
Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data
Journal of the American Statistical Association | 2023-07-04 | Paper |
Extremal characteristics of conditional models
Extremes | 2023-03-02 | Paper |
Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes
Statistics and Computing | 2022-12-09 | Paper |
Modelling extremes of spatial aggregates of precipitation using conditional methods
The Annals of Applied Statistics | 2022-10-10 | Paper |
On the tail behaviour of aggregated random variables
Journal of Multivariate Analysis | 2022-09-30 | Paper |
| Some benefits of standardisation for conditional extremes | 2022-09-22 | Paper |
Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables
Journal of Computational and Graphical Statistics | 2022-03-29 | Paper |
Extremal Characteristics of Conditional Models
(available as arXiv preprint) | 2022-02-23 | Paper |
A geometric investigation into the tail dependence of vine copulas
Journal of Multivariate Analysis | 2021-06-22 | Paper |
Basin-wide spatial conditional extremes for severe ocean storms
Extremes | 2021-06-01 | Paper |
On the Tail Behaviour of Aggregated Random Variables
(available as arXiv preprint) | 2021-05-25 | Paper |
Determining the dependence structure of multivariate extremes
Biometrika | 2020-10-21 | Paper |
Modelling the clustering of extreme events for short-term risk assessment
Journal of Agricultural, Biological and Environmental Statistics | 2020-07-28 | Paper |
Bivariate extreme analysis of Olympic swimming data
Journal of Statistical Theory and Practice | 2019-08-27 | Paper |
Modelling across extremal dependence classes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Modelling across extremal dependence classes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
| Hidden tail chains and recurrence equations for dependence parameters associated with extremes of higher-order Markov chains | 2019-03-10 | Paper |
| Penultimate Analysis of the Conditional Multivariate Extremes Tail Model | 2019-02-19 | Paper |
Extreme value modelling of water-related insurance claims
The Annals of Applied Statistics | 2018-06-26 | Paper |
Statistical downscaling for future extreme wave heights in the North Sea
The Annals of Applied Statistics | 2018-02-19 | Paper |
A Poisson process reparameterisation for Bayesian inference for extremes
Extremes | 2017-11-02 | Paper |
A Poisson process reparameterisation for Bayesian inference for extremes
Extremes | 2017-11-02 | Paper |
\(k\)th-order Markov extremal models for assessing heatwave risks
Extremes | 2017-11-02 | Paper |
Modelling the effect of the El Niño-Southern Oscillation on extreme spatial temperature events over Australia
The Annals of Applied Statistics | 2017-02-24 | Paper |
Properties of extremal dependence models built on bivariate MAX-linearity
Journal of Multivariate Analysis | 2017-02-23 | Paper |
Bayesian uncertainty management in temporal dependence of extremes
Extremes | 2017-02-08 | Paper |
Bayesian uncertainty management in temporal dependence of extremes
Extremes | 2017-02-08 | Paper |
Conditioned limit laws for inverted max-stable processes
Journal of Multivariate Analysis | 2016-08-18 | Paper |
Discussion of ``Statistical modeling of spatial extremes by A. C. Davison, S. A. Padoan and M. Ribatet
Statistical Science | 2016-02-16 | Paper |
Discussion of ``Statistical modeling of spatial extremes by A. C. Davison, S. A. Padoan and M. Ribatet
Statistical Science | 2016-02-16 | Paper |
The extremal index for GARCH(1,1) processes
Extremes | 2016-01-25 | Paper |
Portfolio risk assessment using multivariate extreme value methods
Extremes | 2014-12-19 | Paper |
Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation
Extremes | 2014-12-17 | Paper |
Dependence properties of multivariate max-stable distributions
Journal of Multivariate Analysis | 2014-07-24 | Paper |
Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
Biometrika | 2014-04-16 | Paper |
Self-consistent estimation of conditional multivariate extreme value distributions
Journal of Multivariate Analysis | 2014-04-07 | Paper |
A new representation for multivariate tail probabilities
Bernoulli | 2014-02-04 | Paper |
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
Journal of Multivariate Analysis | 2013-03-12 | Paper |
A generalised student's \(t\)-distribution
Statistics & Probability Letters | 2013-01-25 | Paper |
Volatility model selection for extremes of financial time series
Journal of Statistical Planning and Inference | 2012-12-28 | Paper |
Extended generalised Pareto models for tail estimation
Journal of Statistical Planning and Inference | 2012-10-30 | Paper |
Dependence modelling for spatial extremes
Biometrika | 2012-06-18 | Paper |
Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds
Biometrika | 2012-03-29 | Paper |
Modification of Pickands' dependence function for ordered bivariate extreme distribution
Communications in Statistics: Theory and Methods | 2011-06-10 | Paper |
Accounting for choice of measurement scale in extreme value modeling
The Annals of Applied Statistics | 2010-12-27 | Paper |
A sequential smoothing algorithm with linear computational cost
Biometrika | 2010-08-19 | Paper |
Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures
Econometric Reviews | 2009-03-17 | Paper |
Asymptotically (in)dependent multivariate maxima of moving maxima process
Extremes | 2008-06-18 | Paper |
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 | 2007-05-07 | Paper |
Seasonal effects of extreme surges
Stochastic Environmental Research and Risk Assessment | 2006-09-28 | Paper |
Bayesian inference for extremes: accounting for the three extremal types
Extremes | 2006-05-24 | Paper |
Exploiting occurrence times in likelihood inference for componentwise maxima
Biometrika | 2005-09-05 | Paper |
Diagnostics for Dependence within Time Series Extremes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-11 | Paper |
A Conditional Approach for Multivariate Extreme Values (with Discussion)
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2004-09-24 | Paper |
New estimators for the extremal index and other cluster characteristics
Extremes | 2004-09-24 | Paper |
Inequalities for the extremal coefficients of multivariate extreme value distributions
Extremes | 2004-03-16 | Paper |
A dependence measure for multivariate and spatial extreme values: Properties and inference
Biometrika | 2004-03-16 | Paper |
Diagnostics for pairwise extremal dependence in spatial processes
Extremes | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 2042812 (Why is no real title available?) | 2004-02-15 | Paper |
Extreme value analysis of a large designed experiment: a case study in bulk carrier safety
Extremes | 2003-10-22 | Paper |
Dependence measures for extreme value analyses
Extremes | 2001-09-23 | Paper |
A comparison of methods for estimating the extremal index
Extremes | 2001-07-11 | Paper |
Extremal Analysis of Short Series with Outliers: Sea-Levels and Athletics Records
Journal of the Royal Statistical Society Series C: Applied Statistics | 2000-11-09 | Paper |
The Multivariate Gaussian Tail Model: An Application to Oceanographic Data
Journal of the Royal Statistical Society Series C: Applied Statistics | 2000-09-24 | Paper |
Extremal Analysis of Processes Sampled at Different Frequencies
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2000-06-07 | Paper |
The Effect of Non-Stationarity on Extreme Sea-Level Estimation
Journal of the Royal Statistical Society Series C: Applied Statistics | 1999-10-11 | Paper |
Models for the extremes of Markov chains
Biometrika | 1999-06-29 | Paper |
Statistics for Extreme Sea Currents
Journal of the Royal Statistical Society Series C: Applied Statistics | 1999-03-16 | Paper |
Comparison of Approaches for Estimating the Probability of Coastal Flooding
Journal of the Royal Statistical Society Series C: Applied Statistics | 1999-02-07 | Paper |
Concomitant tail behaviour for extremes
Advances in Applied Probability | 1999-01-19 | Paper |
Model-Based Geostatistics
Journal of the Royal Statistical Society Series C: Applied Statistics | 1998-10-21 | Paper |
Markov chain models for threshold exceedances
Biometrika | 1998-07-07 | Paper |
| scientific article; zbMATH DE number 1085999 (Why is no real title available?) | 1998-05-10 | Paper |
| scientific article; zbMATH DE number 927324 (Why is no real title available?) | 1997-06-10 | Paper |
Statistics for near independence in multivariate extreme values
Biometrika | 1997-03-02 | Paper |
Statistical Methods for Multivariate Extremes: An Application to Structural Design
Applied Statistics | 1995-08-17 | Paper |
Estimating Probabilities of Extreme Sea-Levels
Applied Statistics | 1995-08-17 | Paper |
| scientific article; zbMATH DE number 469373 (Why is no real title available?) | 1993-12-20 | Paper |
Modelling multivariate extreme value distributions
Biometrika | 1990-01-01 | Paper |
Bivariate extreme value theory: Models and estimation
Biometrika | 1988-01-01 | Paper |
